Historic Volatility for ETF and ETNs

I recently created a Buy-Write position in IEF as a dividend capture/ early option premium capture strategy.  One of the things I am interested in is the behavior of the  implied volatility of the 90 Nov call option relative to its historic volatility.  The CBOE has a nice feature that gives the volatility for stocks but it doesn't cover ETFs (like IEF, AGG) or ETNs (like VXX).   The Option Trading Tips website offers a free spreadsheet that does a great job of providing this historic volatility for any symbol you select.   You fill in the ticker and the time period you want and it accesses the Yahoo site to get the data.

This is the YTD result for IEF  (click to enlarge)

For IEF the historic volatility for the last 50 days (one of the spreadsheet settings) is 8.28%, which maps closely to the current  (27-Oct) implied volatility of IEF of the 90 Nov calls, which is 8.7%.  I'll be watching the IV in the next few days before and after the ex-dividend date of 2-Nov.