Implied Volatility (Mean) (20-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.

First American Financial Corporation (FAF) had 20-Day Implied Volatility (Mean) of 0.4300 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3418
Historical Volatility (Parkinson)	0.2570
Implied Volatility (Calls)	0.4745
Implied Volatility (Puts)	0.3854
Implied Volatility (Mean)	0.4300
Put-Call Implied Volatility Ratio	0.8121
Implied Volatility Skew	-0.0629
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4211