Implied Volatility (Puts) (180-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

Barclays PLC (BCS) had 180-Day Implied Volatility (Puts) of 0.3645 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3426
Historical Volatility (Parkinson)	0.1887
Implied Volatility (Calls)	0.3028
Implied Volatility (Puts)	0.3645
Implied Volatility (Mean)	0.3336
Put-Call Implied Volatility Ratio	1.2037
Implied Volatility Skew	0.0347
Option Statistics
Put-Call Ratio (Volume)	15.1515
Put-Call Ratio (Open Interest)	2.0881
Forward Price	7.89
Call Breakeven Price	8.92
Put Breakeven Price	6.89
Option Breakeven Price	7.56