Implied Volatility (Mean) (60-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.

Forum Energy Technologies, Inc. (FET) had 60-Day Implied Volatility (Mean) of 0.4619 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.8314
Historical Volatility (Parkinson)	0.7041
Implied Volatility (Calls)	0.5247
Implied Volatility (Puts)	0.3990
Implied Volatility (Mean)	0.4619
Put-Call Implied Volatility Ratio	0.7605
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0676