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.

Vnet Group Inc. (VNET) had 120-Day Implied Volatility (Mean) of 0.8355 for 2024-06-28.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-06-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7608
Historical Volatility (Parkinson)	0.7198
Implied Volatility (Calls)	0.7987
Implied Volatility (Puts)	0.8722
Implied Volatility (Mean)	0.8355
Put-Call Implied Volatility Ratio	1.0919
Implied Volatility Skew	0.0154
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0878
Forward Price	2.10
Call Breakeven Price	2.83
Put Breakeven Price	1.52
Option Breakeven Price	2.73