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.

SPDR DoubleLine Total Return Tactical ETF (TOTL) had 30-Day Implied Volatility (Mean) of 0.2801 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0435
Historical Volatility (Parkinson)	0.0311
Implied Volatility (Calls)	0.2798
Implied Volatility (Puts)	0.2803
Implied Volatility (Mean)	0.2801
Put-Call Implied Volatility Ratio	1.0020
Implied Volatility Skew	0.0357
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000