Implied Volatility (Mean) (120-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.
Gilead Sciences, Inc. (GILD) had 120-Day Implied Volatility (Mean) of 0.2204 for 2024-05-16.