Implied Volatility (Mean) (90-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.

Jack Henry & Associates, Inc. (JKHY) had 90-Day Implied Volatility (Mean) of 0.2189 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3187
Historical Volatility (Parkinson)	0.2900
Implied Volatility (Calls)	0.2135
Implied Volatility (Puts)	0.2243
Implied Volatility (Mean)	0.2189
Put-Call Implied Volatility Ratio	1.0506
Implied Volatility Skew	0.0541
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7450