Implied Volatility (Mean) (180-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.

Hamilton Beach Brands Holding Company (HBB) had 180-Day Implied Volatility (Mean) of 0.6310 for 2025-05-30.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6941
Historical Volatility (Parkinson)	0.6190
Implied Volatility (Calls)	0.6415
Implied Volatility (Puts)	0.6205
Implied Volatility (Mean)	0.6310
Put-Call Implied Volatility Ratio	0.9674
Implied Volatility Skew	0.0654
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	20.4436