Implied Volatility (Mean) (60-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.

ProShares Online Retail ETF (ONLN) had 60-Day Implied Volatility (Mean) of 0.2264 for 2025-02-21.

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Figures for 2025-02-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2217
Historical Volatility (Parkinson)	0.1471
Implied Volatility (Calls)	0.2222
Implied Volatility (Puts)	0.2307
Implied Volatility (Mean)	0.2264
Put-Call Implied Volatility Ratio	1.0384
Implied Volatility Skew	0.0714
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--