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.

Finance of America Companies Inc. (FOA) had 30-Day Implied Volatility (Mean) of 0.6244 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5701
Historical Volatility (Parkinson)	0.5908
Implied Volatility (Calls)	0.6513
Implied Volatility (Puts)	0.5975
Implied Volatility (Mean)	0.6244
Put-Call Implied Volatility Ratio	0.9174
Implied Volatility Skew	0.2408
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0678