Implied Volatility (Calls) (10-Day)
Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.
JD.com, Inc. (JD) had 10-Day Implied Volatility (Calls) of 0.6892 for 2024-05-09.