Implied Volatility (Mean) (120-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.
Kezar Life Sciences, Inc. (KZR) had 120-Day Implied Volatility (Mean) of 2.5644 for 2026-01-16.
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