Implied Volatility (Mean) (30-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.

Eos Energy Enterprises, Inc. (EOSE) had 30-Day Implied Volatility (Mean) of 0.9276 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	1.5956
Historical Volatility (Parkinson)	0.9257
Implied Volatility (Calls)	0.9456
Implied Volatility (Puts)	0.9095
Implied Volatility (Mean)	0.9276
Put-Call Implied Volatility Ratio	0.9618
Implied Volatility Skew	-0.0064
Option Statistics
Put-Call Ratio (Volume)	0.3289
Put-Call Ratio (Open Interest)	0.3285