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.

WisdomTree New Economy Real Estate Fund (WTRE) had 30-Day Implied Volatility (Mean) of 0.3335 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1422
Historical Volatility (Parkinson)	0.0752
Implied Volatility (Calls)	0.3415
Implied Volatility (Puts)	0.3255
Implied Volatility (Mean)	0.3335
Put-Call Implied Volatility Ratio	0.9531
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--