Implied Volatility (Mean) (180-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.

Caesars Entertainment, Inc. (CZR) had 180-Day Implied Volatility (Mean) of 0.4487 for 2024-10-31.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4818
Historical Volatility (Parkinson)	0.3905
Implied Volatility (Calls)	0.4509
Implied Volatility (Puts)	0.4465
Implied Volatility (Mean)	0.4487
Put-Call Implied Volatility Ratio	0.9904
Implied Volatility Skew	0.0334
Option Statistics
Put-Call Ratio (Volume)	3.5514
Put-Call Ratio (Open Interest)	0.9791