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.

Industrial Select Sector SPDR ETF (XLI) had 180-Day Implied Volatility (Mean) of 0.1816 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2407
Historical Volatility (Parkinson)	0.1935
Implied Volatility (Calls)	0.1827
Implied Volatility (Puts)	0.1805
Implied Volatility (Mean)	0.1816
Put-Call Implied Volatility Ratio	0.9878
Implied Volatility Skew	0.0709
Option Statistics
Put-Call Ratio (Volume)	11.5988
Put-Call Ratio (Open Interest)	3.1766