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.

Raymond James Financial, Inc. (RJF) had 180-Day Implied Volatility (Mean) of 0.3264 for 2025-04-23.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3403
Historical Volatility (Parkinson)	0.2711
Implied Volatility (Calls)	0.3230
Implied Volatility (Puts)	0.3298
Implied Volatility (Mean)	0.3264
Put-Call Implied Volatility Ratio	1.0209
Implied Volatility Skew	0.0639
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3264