Implied Volatility (Mean) (150-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.

Barnes & Noble Education, Inc (BNED) had 150-Day Implied Volatility (Mean) of 0.8722 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.6099
Historical Volatility (Parkinson)	0.5697
Implied Volatility (Calls)	0.7478
Implied Volatility (Puts)	0.9966
Implied Volatility (Mean)	0.8722
Put-Call Implied Volatility Ratio	1.3326
Implied Volatility Skew	-0.0747
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.6696