Implied Volatility (Mean) (10-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 iBoxx $ Investment Grade Corporate Bond ETF (LQD) had 10-Day Implied Volatility (Mean) of 0.2766 for 2025-04-28.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1119
Historical Volatility (Parkinson)	0.0683
Implied Volatility (Calls)	0.2185
Implied Volatility (Puts)	0.3347
Implied Volatility (Mean)	0.2766
Put-Call Implied Volatility Ratio	1.5322
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2307
Put-Call Ratio (Open Interest)	4.0825