Implied Volatility (Mean) (90-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.

Horizon Technology Finance Corporation (HRZN) had 90-Day Implied Volatility (Mean) of 0.3130 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5370
Historical Volatility (Parkinson)	0.3522
Implied Volatility (Calls)	0.3155
Implied Volatility (Puts)	0.3104
Implied Volatility (Mean)	0.3130
Put-Call Implied Volatility Ratio	0.9839
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4317
Put-Call Ratio (Open Interest)	0.6216