Implied Volatility (Mean) (30-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.

Tradr 2X Long SPY Quarterly ETF (SPYQ) had 30-Day Implied Volatility (Mean) of 0.4729 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3212
Historical Volatility (Parkinson)	0.1626
Implied Volatility (Calls)	0.4287
Implied Volatility (Puts)	0.5170
Implied Volatility (Mean)	0.4729
Put-Call Implied Volatility Ratio	1.2059
Implied Volatility Skew	0.1370
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.9091