Implied Volatility (Calls) (60-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.
W.W. Grainger, Inc. (GWW) had 60-Day Implied Volatility (Calls) of 0.1693 for 2024-05-16.