Implied Volatility (Mean) (90-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 Community Bancshares, Inc. (FCBC) had 90-Day Implied Volatility (Mean) of 0.5355 for 2025-05-30.
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