Implied Volatility (Mean) (30-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.

A-Mark Precious Metals, Inc. (AMRK) had 30-Day Implied Volatility (Mean) of 0.4699 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.6273
Historical Volatility (Parkinson)	0.4999
Implied Volatility (Calls)	0.4664
Implied Volatility (Puts)	0.4734
Implied Volatility (Mean)	0.4699
Put-Call Implied Volatility Ratio	1.0151
Implied Volatility Skew	0.0286
Option Statistics
Put-Call Ratio (Volume)	0.5772
Put-Call Ratio (Open Interest)	0.2327