Implied Volatility (Mean) (120-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.

Vanguard U.S. Momentum Factor ETF (VFMO) had 120-Day Implied Volatility (Mean) of 0.2285 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3361
Historical Volatility (Parkinson)	0.2503
Implied Volatility (Calls)	0.2207
Implied Volatility (Puts)	0.2363
Implied Volatility (Mean)	0.2285
Put-Call Implied Volatility Ratio	1.0711
Implied Volatility Skew	0.0654
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.6396