Implied Volatility (Mean) (20-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 6 Month Bill ETF (XBIL) had 20-Day Implied Volatility (Mean) of 0.1537 for 2025-08-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0039
Historical Volatility (Parkinson)	0.0045
Implied Volatility (Calls)	0.1632
Implied Volatility (Puts)	0.1443
Implied Volatility (Mean)	0.1537
Put-Call Implied Volatility Ratio	0.8846
Implied Volatility Skew	0.0325
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--