Implied Volatility (Mean) (180-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.

Invesco S&P SmallCap Information Technology ETF (PSCT) had 180-Day Implied Volatility (Mean) of 0.2079 for 2025-02-21.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2414
Historical Volatility (Parkinson)	0.1658
Implied Volatility (Calls)	0.2146
Implied Volatility (Puts)	0.2012
Implied Volatility (Mean)	0.2079
Put-Call Implied Volatility Ratio	0.9377
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--