Implied Volatility (Mean) (120-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.

Raymond James Financial, Inc. (RJF) had 120-Day Implied Volatility (Mean) of 0.3344 for 2025-04-23.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3534
Historical Volatility (Parkinson)	0.3035
Implied Volatility (Calls)	0.3246
Implied Volatility (Puts)	0.3442
Implied Volatility (Mean)	0.3344
Put-Call Implied Volatility Ratio	1.0604
Implied Volatility Skew	0.0672
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1663