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.

Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) had 150-Day Implied Volatility (Mean) of 0.1480 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1988
Historical Volatility (Parkinson)	0.1519
Implied Volatility (Calls)	0.1342
Implied Volatility (Puts)	0.1619
Implied Volatility (Mean)	0.1480
Put-Call Implied Volatility Ratio	1.2064
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000