Implied Volatility (Mean) (20-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 20-Day Implied Volatility (Mean) of 0.6448 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	1.0421
Historical Volatility (Parkinson)	0.6330
Implied Volatility (Calls)	0.7593
Implied Volatility (Puts)	0.5302
Implied Volatility (Mean)	0.6448
Put-Call Implied Volatility Ratio	0.6983
Implied Volatility Skew	0.1355
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3333