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.

Royal Caribbean Cruises Ltd. (RCL) had 20-Day Implied Volatility (Mean) of 0.5307 for 2025-04-25.

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Figures for 2025-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7973
Historical Volatility (Parkinson)	0.7293
Implied Volatility (Calls)	0.5110
Implied Volatility (Puts)	0.5504
Implied Volatility (Mean)	0.5307
Put-Call Implied Volatility Ratio	1.0771
Implied Volatility Skew	0.0679
Option Statistics
Put-Call Ratio (Volume)	5.1528
Put-Call Ratio (Open Interest)	2.1319