Implied Volatility (Calls) (30-Day)
Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.
Grifols, S.A. (GRFS) had 30-Day Implied Volatility (Calls) of 1.0883 for 2024-04-24.