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.

American Airlines Group Inc. (AAL) had 120-Day Implied Volatility (Mean) of 0.3860 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4515
Historical Volatility (Parkinson)	0.3183
Implied Volatility (Calls)	0.3850
Implied Volatility (Puts)	0.3870
Implied Volatility (Mean)	0.3860
Put-Call Implied Volatility Ratio	1.0053
Implied Volatility Skew	0.0213
Option Statistics
Put-Call Ratio (Volume)	0.1763
Put-Call Ratio (Open Interest)	5.0705
Forward Price	14.37
Call Breakeven Price	18.82
Put Breakeven Price	10.63
Option Breakeven Price	11.99