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.
Becton, Dickinson and Company (BDX) had 180-Day Implied Volatility (Puts) of 0.2146 for 2024-05-02.