Implied Volatility (Mean) (60-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 60-Day Implied Volatility (Mean) of 0.4122 for 2025-05-05.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.7604
Historical Volatility (Parkinson)	0.5554
Implied Volatility (Calls)	0.4125
Implied Volatility (Puts)	0.4119
Implied Volatility (Mean)	0.4122
Put-Call Implied Volatility Ratio	0.9986
Implied Volatility Skew	0.0540
Option Statistics
Put-Call Ratio (Volume)	0.4850
Put-Call Ratio (Open Interest)	0.6952