Implied Volatility (Mean) (180-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.

California Water Service Group (CWT) had 180-Day Implied Volatility (Mean) of 0.2338 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2522
Historical Volatility (Parkinson)	0.2434
Implied Volatility (Calls)	0.2323
Implied Volatility (Puts)	0.2354
Implied Volatility (Mean)	0.2338
Put-Call Implied Volatility Ratio	1.0133
Implied Volatility Skew	0.0685
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4307