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.

SPDR S&P Oil & Gas Equipment & Services ETF (XES) had 30-Day Implied Volatility (Mean) of 0.3843 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3548
Historical Volatility (Parkinson)	0.2302
Implied Volatility (Calls)	0.3660
Implied Volatility (Puts)	0.4025
Implied Volatility (Mean)	0.3843
Put-Call Implied Volatility Ratio	1.0998
Implied Volatility Skew	0.0007
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.2164