Implied Volatility (Mean) (120-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

State Street SPDR Portfolio Short Term Treasury ETF (SPTS) had 120-Day Implied Volatility (Mean) of 0.0470 for 2025-12-04.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0137
Historical Volatility (Parkinson)	0.0080
Implied Volatility (Calls)	0.0331
Implied Volatility (Puts)	0.0608
Implied Volatility (Mean)	0.0470
Put-Call Implied Volatility Ratio	1.8381
Implied Volatility Skew	0.0195
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000