Implied Volatility (Mean) (120-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.

DigitalOcean Holdings, Inc. (DOCN) had 120-Day Implied Volatility (Mean) of 0.5714 for 2025-05-30.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7333
Historical Volatility (Parkinson)	0.6117
Implied Volatility (Calls)	0.5494
Implied Volatility (Puts)	0.5935
Implied Volatility (Mean)	0.5714
Put-Call Implied Volatility Ratio	1.0803
Implied Volatility Skew	0.0431
Option Statistics
Put-Call Ratio (Volume)	0.3445
Put-Call Ratio (Open Interest)	0.9156