Implied Volatility (Mean) (180-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.

F/m US Treasury 3 Month Bill ETF (TBIL) had 180-Day Implied Volatility (Mean) of 0.0793 for 2026-03-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0027
Historical Volatility (Parkinson)	0.0022
Implied Volatility (Calls)	0.0825
Implied Volatility (Puts)	0.0762
Implied Volatility (Mean)	0.0793
Put-Call Implied Volatility Ratio	0.9233
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--