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 MULNS NAN (CMNT) had 30-Day Implied Volatility (Mean) of 0.6201 for 2005-05-31.
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