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.
Dime Community Bancshares, Inc. (DCOM) had 30-Day Implied Volatility (Mean) of 0.5596 for 2025-02-21.
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