Implied Volatility (Calls) (150-Day)
Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.
Barclays PLC (BCS) had 150-Day Implied Volatility (Calls) of 0.2727 for 2024-04-25.