Implied Volatility (Puts) (30-Day)

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Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

Vanguard Financials ETF (VFH) had 30-Day Implied Volatility (Puts) of 0.1591 for 2025-06-06.

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Figures for 2025-06-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1565
Historical Volatility (Parkinson)	0.1080
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.1591
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0677

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