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.

Cadiz, Inc. (CDZI) had 180-Day Implied Volatility (Calls) of 334487058894639304656383416021356940099584.0000 for 2024-05-16.