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.

iShares BB Rated Corporate Bond ETF (HYBB) had 30-Day Implied Volatility (Mean) of 0.1316 for 2025-02-21.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0371
Historical Volatility (Parkinson)	0.0355
Implied Volatility (Calls)	0.1137
Implied Volatility (Puts)	0.1496
Implied Volatility (Mean)	0.1316
Put-Call Implied Volatility Ratio	1.3158
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000