Implied Volatility (Mean) (120-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.

Howard Hughes Holdings Inc. (HHH) had 120-Day Implied Volatility (Mean) of 0.2682 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3663
Historical Volatility (Parkinson)	0.3145
Implied Volatility (Calls)	0.2679
Implied Volatility (Puts)	0.2685
Implied Volatility (Mean)	0.2682
Put-Call Implied Volatility Ratio	1.0024
Implied Volatility Skew	0.0548
Option Statistics
Put-Call Ratio (Volume)	0.0701
Put-Call Ratio (Open Interest)	0.5339