Implied Volatility (Puts) (20-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

Emerson Electric Co. (EMR) had 20-Day Implied Volatility (Puts) of 0.1418 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2746
Historical Volatility (Parkinson)	0.2625
Implied Volatility (Calls)	0.1345
Implied Volatility (Puts)	0.1418
Implied Volatility (Mean)	0.1381
Put-Call Implied Volatility Ratio	1.0546
Implied Volatility Skew	0.0705
Option Statistics
Put-Call Ratio (Volume)	0.0289
Put-Call Ratio (Open Interest)	2.0842
Forward Price	113.06
Call Breakeven Price	116.71
Put Breakeven Price	108.93
Option Breakeven Price	111.51