Implied Volatility (Mean) (60-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 60-Day Implied Volatility (Mean) of 0.3606 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.7663
Historical Volatility (Parkinson)	0.5247
Implied Volatility (Calls)	0.2675
Implied Volatility (Puts)	0.4538
Implied Volatility (Mean)	0.3606
Put-Call Implied Volatility Ratio	1.6965
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1255