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.

Schwab Crypto Thematic Natural Language Processing ETF (STCE) had 20-Day Implied Volatility (Mean) of 0.7352 for 2026-09-02.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5786
Historical Volatility (Parkinson)	0.3934
Implied Volatility (Calls)	0.5849
Implied Volatility (Puts)	0.8854
Implied Volatility (Mean)	0.7352
Put-Call Implied Volatility Ratio	1.5136
Implied Volatility Skew	-0.0238
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.1201