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.

BondBloxx USD High Yield Bond Consumer Non-Cyclicals Sectr ETF (XHYD) had 30-Day Implied Volatility (Mean) of 0.2012 for 2025-02-21.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0450
Historical Volatility (Parkinson)	0.0230
Implied Volatility (Calls)	0.1621
Implied Volatility (Puts)	0.2403
Implied Volatility (Mean)	0.2012
Put-Call Implied Volatility Ratio	1.4827
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--