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 Ultra Bloomberg Crude Oil (UCO) had 30-Day Implied Volatility (Mean) of 0.5859 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5276
Historical Volatility (Parkinson)	0.3206
Implied Volatility (Calls)	0.5810
Implied Volatility (Puts)	0.5908
Implied Volatility (Mean)	0.5859
Put-Call Implied Volatility Ratio	1.0168
Implied Volatility Skew	0.1055
Option Statistics
Put-Call Ratio (Volume)	5.1079
Put-Call Ratio (Open Interest)	0.6698