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.

F/m US Treasury 20 Year Bond ETF (UTWY) had 30-Day Implied Volatility (Mean) of 0.2438 for 2025-07-14.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0902
Historical Volatility (Parkinson)	0.0434
Implied Volatility (Calls)	0.2686
Implied Volatility (Puts)	0.2189
Implied Volatility (Mean)	0.2438
Put-Call Implied Volatility Ratio	0.8150
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000