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.

ProShares Ultra FTSE China 50 (XPP) had 30-Day Implied Volatility (Mean) of 0.9693 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4250
Historical Volatility (Parkinson)	0.1455
Implied Volatility (Calls)	0.9661
Implied Volatility (Puts)	0.9725
Implied Volatility (Mean)	0.9693
Put-Call Implied Volatility Ratio	1.0066
Implied Volatility Skew	0.0300
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0421