Implied Volatility (Mean) (90-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.
Roundhill Treasury Bond WeeklyPay ETF (TSYW) had 90-Day Implied Volatility (Mean) of 0.1760 for 2026-01-06.
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