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.

Ares Acquisition Corporation II (AACT) had 180-Day Implied Volatility (Mean) of 0.8840 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0267
Historical Volatility (Parkinson)	0.0276
Implied Volatility (Calls)	0.9058
Implied Volatility (Puts)	0.8622
Implied Volatility (Mean)	0.8840
Put-Call Implied Volatility Ratio	0.9518
Implied Volatility Skew	0.0979
Option Statistics
Put-Call Ratio (Volume)	0.1423
Put-Call Ratio (Open Interest)	--