Implied Volatility (Puts) (20-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.

PIMCO 25+ Year Zero Coupon U.S. Treasury Index ETF (ZROZ) had 20-Day Implied Volatility (Puts) of 0.1348 for 2026-01-16.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1259
Historical Volatility (Parkinson)	0.0938
Implied Volatility (Calls)	0.1372
Implied Volatility (Puts)	0.1348
Implied Volatility (Mean)	0.1360
Put-Call Implied Volatility Ratio	0.9822
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.5694
Put-Call Ratio (Open Interest)	0.5357