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.

LeddarTech Holdings Inc. (LDTC) 180-Day Implied Volatility (Mean) data is not available for 2024-11-21.

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

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Figures for 2024-11-21

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1340
Historical Volatility (Parkinson)	1.3930
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--