Implied Volatility (Mean) (20-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.

Kulicke and Soffa Industries, Inc. (KLIC) had 20-Day Implied Volatility (Mean) of 0.4192 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3683
Historical Volatility (Parkinson)	0.2352
Implied Volatility (Calls)	0.4314
Implied Volatility (Puts)	0.4070
Implied Volatility (Mean)	0.4192
Put-Call Implied Volatility Ratio	0.9435
Implied Volatility Skew	0.1601
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	0.8634