Implied Volatility (Mean) (30-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.

BigCommerce Holdings, Inc. (BIGC) had 30-Day Implied Volatility (Mean) of 0.6328 for 2025-05-29.

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Figures for 2025-05-29

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2820
Historical Volatility (Parkinson)	0.3492
Implied Volatility (Calls)	0.6265
Implied Volatility (Puts)	0.6390
Implied Volatility (Mean)	0.6328
Put-Call Implied Volatility Ratio	1.0200
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2334
Put-Call Ratio (Open Interest)	0.9493