Implied Volatility (Mean) (120-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.

Invesco S&P SmallCap Momentum ETF (XSMO) had 120-Day Implied Volatility (Mean) of 0.2384 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3011
Historical Volatility (Parkinson)	0.2602
Implied Volatility (Calls)	0.2198
Implied Volatility (Puts)	0.2570
Implied Volatility (Mean)	0.2384
Put-Call Implied Volatility Ratio	1.1694
Implied Volatility Skew	0.0802
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000