Implied Volatility (Mean) (20-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.

SPDR Portfolio Short Term Treasury ETF (SPTS) had 20-Day Implied Volatility (Mean) of 0.0759 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0143
Historical Volatility (Parkinson)	0.0091
Implied Volatility (Calls)	0.0833
Implied Volatility (Puts)	0.0685
Implied Volatility (Mean)	0.0759
Put-Call Implied Volatility Ratio	0.8225
Implied Volatility Skew	-0.1147
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--