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.

Acadian Asset Management Inc. (AAMI) had 120-Day Implied Volatility (Mean) of 0.3307 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4100
Historical Volatility (Parkinson)	0.3692
Implied Volatility (Calls)	0.2683
Implied Volatility (Puts)	0.3932
Implied Volatility (Mean)	0.3307
Put-Call Implied Volatility Ratio	1.4653
Implied Volatility Skew	0.0227
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2118