Implied Volatility (Mean) (20-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.

Technology Select Sector SPDR ETF (XLK) had 20-Day Implied Volatility (Mean) of 0.1869 for 2024-11-22.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1913
Historical Volatility (Parkinson)	0.1221
Implied Volatility (Calls)	0.1913
Implied Volatility (Puts)	0.1825
Implied Volatility (Mean)	0.1869
Put-Call Implied Volatility Ratio	0.9538
Implied Volatility Skew	0.0072
Option Statistics
Put-Call Ratio (Volume)	1.5560
Put-Call Ratio (Open Interest)	0.9210