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.

Apartment Investment and Management Company (AIV) had 120-Day Implied Volatility (Mean) of 0.2834 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2790
Historical Volatility (Parkinson)	0.2839
Implied Volatility (Calls)	0.2437
Implied Volatility (Puts)	0.3231
Implied Volatility (Mean)	0.2834
Put-Call Implied Volatility Ratio	1.3258
Implied Volatility Skew	0.0188
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2255