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.

ProShares UltraShort Consumer Staples (SZK) had 30-Day Implied Volatility (Mean) of 0.5389 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1893
Historical Volatility (Parkinson)	0.1318
Implied Volatility (Calls)	0.6034
Implied Volatility (Puts)	0.4744
Implied Volatility (Mean)	0.5389
Put-Call Implied Volatility Ratio	0.7861
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000
Forward Price	13.35
Call Breakeven Price	17.38
Put Breakeven Price	--
Option Breakeven Price	17.38