Implied Volatility (Mean) (10-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.
TappAlpha SPY Growth & Daily Income ETF (TSPY) had 10-Day Implied Volatility (Mean) of 0.5835 for 2025-05-30.
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