Implied Volatility (Mean) (150-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.
Day One Biopharmaceuticals, Inc. (DAWN) had 150-Day Implied Volatility (Mean) of 0.9454 for 2026-01-16.
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