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.

Lancaster Colony Corporation (LANC) had 30-Day Implied Volatility (Mean) of 0.2503 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.6437
Historical Volatility (Parkinson)	0.2724
Implied Volatility (Calls)	0.2520
Implied Volatility (Puts)	0.2487
Implied Volatility (Mean)	0.2503
Put-Call Implied Volatility Ratio	0.9870
Implied Volatility Skew	0.0219
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0347