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.

China Telecom Corp Ltd (CHA) had 30-Day Implied Volatility (Mean) of 0.3883 for 2011-06-03.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2011-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2532
Historical Volatility (Parkinson)	0.1187
Implied Volatility (Calls)	0.3027
Implied Volatility (Puts)	0.4739
Implied Volatility (Mean)	0.3883
Put-Call Implied Volatility Ratio	1.5656
Implied Volatility Skew	0.0000
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3395
Forward Price	60.95
Call Breakeven Price	61.27
Put Breakeven Price	56.23
Option Breakeven Price	59.54