Implied Volatility (Mean) (150-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.

iShares ESG Advanced MSCI USA ETF (USXF) had 150-Day Implied Volatility (Mean) of 0.2336 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2972
Historical Volatility (Parkinson)	0.2206
Implied Volatility (Calls)	0.2305
Implied Volatility (Puts)	0.2368
Implied Volatility (Mean)	0.2336
Put-Call Implied Volatility Ratio	1.0277
Implied Volatility Skew	0.1063
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--