Implied Volatility (Mean) (150-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 DJ Brookfield Global Infrastructure ETF (TOLZ) had 150-Day Implied Volatility (Mean) of 0.1505 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1777
Historical Volatility (Parkinson)	0.1290
Implied Volatility (Calls)	0.1622
Implied Volatility (Puts)	0.1389
Implied Volatility (Mean)	0.1505
Put-Call Implied Volatility Ratio	0.8565
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--