Implied Volatility (Calls) (90-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

BondBloxx USD High Yield Bond Financial & REIT Sector ETF (XHYF) had 90-Day Implied Volatility (Calls) of 0.1585 for 2026-01-16.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0272
Historical Volatility (Parkinson)	0.0741
Implied Volatility (Calls)	0.1585
Implied Volatility (Puts)	0.1512
Implied Volatility (Mean)	0.1549
Put-Call Implied Volatility Ratio	0.9537
Implied Volatility Skew	0.0641
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--