Implied Volatility (Mean) (180-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.

Financial Select Sector SPDR ETF (XLF) had 180-Day Implied Volatility (Mean) of 0.1633 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1065
Historical Volatility (Parkinson)	0.0999
Implied Volatility (Calls)	0.1425
Implied Volatility (Puts)	0.1841
Implied Volatility (Mean)	0.1633
Put-Call Implied Volatility Ratio	1.2921
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.8684
Put-Call Ratio (Open Interest)	1.0494
Forward Price	42.81
Call Breakeven Price	45.00
Put Breakeven Price	34.70
Option Breakeven Price	39.72