Implied Volatility (Mean) (150-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.

Bristol Myers Squibb Company (BMY) had 150-Day Implied Volatility (Mean) of 0.2977 for 2025-03-13.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3017
Historical Volatility (Parkinson)	0.2338
Implied Volatility (Calls)	0.3036
Implied Volatility (Puts)	0.2918
Implied Volatility (Mean)	0.2977
Put-Call Implied Volatility Ratio	0.9611
Implied Volatility Skew	0.0409
Option Statistics
Put-Call Ratio (Volume)	0.2259
Put-Call Ratio (Open Interest)	0.8951