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 DJ Brookfield Global Infrastructure ETF (TOLZ) had 30-Day Implied Volatility (Mean) of 0.2086 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1239
Historical Volatility (Parkinson)	0.0973
Implied Volatility (Calls)	0.2055
Implied Volatility (Puts)	0.2116
Implied Volatility (Mean)	0.2086
Put-Call Implied Volatility Ratio	1.0297
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000