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.
JELD-WEN Holding, Inc. (JELD) had 30-Day Implied Volatility (Mean) of 1.0476 for 2025-05-29.
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