Implied Volatility (Mean) (90-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.

Old Republic International Corporation (ORI) had 90-Day Implied Volatility (Mean) of 0.2586 for 2025-04-23.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2753
Historical Volatility (Parkinson)	0.2322
Implied Volatility (Calls)	0.2427
Implied Volatility (Puts)	0.2745
Implied Volatility (Mean)	0.2586
Put-Call Implied Volatility Ratio	1.1313
Implied Volatility Skew	0.0072
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2319