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.

HA Sustainable Infrastructure Capital, Inc. (HASI) had 30-Day Implied Volatility (Mean) of 0.3456 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3759
Historical Volatility (Parkinson)	0.3432
Implied Volatility (Calls)	0.3137
Implied Volatility (Puts)	0.3775
Implied Volatility (Mean)	0.3456
Put-Call Implied Volatility Ratio	1.2034
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	3.2619
Put-Call Ratio (Open Interest)	2.1771