Implied Volatility (Mean) (20-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.

iQIYI, Inc. Sponsored ADR (IQ) 20-Day Implied Volatility (Mean) data is not available for 2024-11-22.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2024-11-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5429
Historical Volatility (Parkinson)	0.4636
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.7595
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.8661
Put-Call Ratio (Open Interest)	0.3983