Implied Volatility (Puts) (180-Day)

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

WisdomTree Emerging Markets ex-State-Owned Enterprises ETF (XSOE) had 180-Day Implied Volatility (Puts) of 0.2651 for 2026-03-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1691
Historical Volatility (Parkinson)	0.1121
Implied Volatility (Calls)	0.2262
Implied Volatility (Puts)	0.2651
Implied Volatility (Mean)	0.2456
Put-Call Implied Volatility Ratio	1.1717
Implied Volatility Skew	0.0148
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--