Implied Volatility (Calls) (120-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.
BP p.l.c. (BP) had 120-Day Implied Volatility (Calls) of 0.1748 for 2024-05-06.