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.

Stewart Information Services Corporation (STC) had 180-Day Implied Volatility (Mean) of 0.3336 for 2025-04-23.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2862
Historical Volatility (Parkinson)	0.2778
Implied Volatility (Calls)	0.3386
Implied Volatility (Puts)	0.3286
Implied Volatility (Mean)	0.3336
Put-Call Implied Volatility Ratio	0.9707
Implied Volatility Skew	0.0514
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	3.3805