Implied Volatility (Mean) (10-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.

Interactive Brokers Group, Inc. (IBKR) had 10-Day Implied Volatility (Mean) of 0.3496 for 2025-05-19.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3718
Historical Volatility (Parkinson)	0.2562
Implied Volatility (Calls)	0.3476
Implied Volatility (Puts)	0.3516
Implied Volatility (Mean)	0.3496
Put-Call Implied Volatility Ratio	1.0116
Implied Volatility Skew	0.0506
Option Statistics
Put-Call Ratio (Volume)	0.5255
Put-Call Ratio (Open Interest)	0.5744