Implied Volatility (Mean) (180-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.

WisdomTree Bloomberg U.S. Dollar Bullish ETF (USDU) had 180-Day Implied Volatility (Mean) of 0.1225 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0780
Historical Volatility (Parkinson)	0.0936
Implied Volatility (Calls)	0.1290
Implied Volatility (Puts)	0.1161
Implied Volatility (Mean)	0.1225
Put-Call Implied Volatility Ratio	0.9001
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	7.1935