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.

Stewart Information Services Corporation (STC) had 120-Day Implied Volatility (Mean) of 0.3468 for 2025-04-23.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2988
Historical Volatility (Parkinson)	0.2928
Implied Volatility (Calls)	0.3527
Implied Volatility (Puts)	0.3410
Implied Volatility (Mean)	0.3468
Put-Call Implied Volatility Ratio	0.9668
Implied Volatility Skew	0.0591
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.2813