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.

Ardmore Shipping Corporation (ASC) had 30-Day Implied Volatility (Mean) of 0.4601 for 2025-02-21.

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Figures for 2025-02-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4029
Historical Volatility (Parkinson)	0.4432
Implied Volatility (Calls)	0.5223
Implied Volatility (Puts)	0.3979
Implied Volatility (Mean)	0.4601
Put-Call Implied Volatility Ratio	0.7619
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5401
Put-Call Ratio (Open Interest)	0.2408