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.

ProShares Ultra Nasdaq Cybersecurity (UCYB) had 10-Day Implied Volatility (Mean) of 0.4245 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5439
Historical Volatility (Parkinson)	0.1580
Implied Volatility (Calls)	0.5017
Implied Volatility (Puts)	0.3473
Implied Volatility (Mean)	0.4245
Put-Call Implied Volatility Ratio	0.6923
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--