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.

ArrowMark Financial Corp. (BANX) had 120-Day Implied Volatility (Mean) of 0.3408 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1311
Historical Volatility (Parkinson)	0.1596
Implied Volatility (Calls)	0.3373
Implied Volatility (Puts)	0.3442
Implied Volatility (Mean)	0.3408
Put-Call Implied Volatility Ratio	1.0205
Implied Volatility Skew	0.0083
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.0884
Forward Price	18.46
Call Breakeven Price	21.65
Put Breakeven Price	16.04
Option Breakeven Price	18.64