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 Emerging Markets ex-China Fund (XC) had 30-Day Implied Volatility (Mean) of 0.3371 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1384
Historical Volatility (Parkinson)	0.0825
Implied Volatility (Calls)	0.3165
Implied Volatility (Puts)	0.3577
Implied Volatility (Mean)	0.3371
Put-Call Implied Volatility Ratio	1.1303
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--