Implied Volatility (Mean) (30-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.

International General Insurance Holdings Ltd. (IGIC) had 30-Day Implied Volatility (Mean) of 0.4342 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4480
Historical Volatility (Parkinson)	0.3244
Implied Volatility (Calls)	0.4955
Implied Volatility (Puts)	0.3730
Implied Volatility (Mean)	0.4342
Put-Call Implied Volatility Ratio	0.7527
Implied Volatility Skew	0.1746
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1723