Implied Volatility (Mean) (90-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.

Columbia Sportswear Company (COLM) had 90-Day Implied Volatility (Mean) of 0.3614 for 2025-05-30.

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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5221
Historical Volatility (Parkinson)	0.4278
Implied Volatility (Calls)	0.3628
Implied Volatility (Puts)	0.3600
Implied Volatility (Mean)	0.3614
Put-Call Implied Volatility Ratio	0.9923
Implied Volatility Skew	0.0713
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	3.0525