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.

Alexandria Real Estate Equities, Inc. (ARE) had 120-Day Implied Volatility (Mean) of 0.3642 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3716
Historical Volatility (Parkinson)	0.3361
Implied Volatility (Calls)	0.3802
Implied Volatility (Puts)	0.3481
Implied Volatility (Mean)	0.3642
Put-Call Implied Volatility Ratio	0.9157
Implied Volatility Skew	0.0383
Option Statistics
Put-Call Ratio (Volume)	1.0333
Put-Call Ratio (Open Interest)	1.4509