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.

Linde PLC (LIN) had 20-Day Implied Volatility (Mean) of 0.2285 for 2024-04-19.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1289
Historical Volatility (Parkinson)	0.1443
Implied Volatility (Calls)	0.2258
Implied Volatility (Puts)	0.2312
Implied Volatility (Mean)	0.2285
Put-Call Implied Volatility Ratio	1.0237
Implied Volatility Skew	0.0366
Option Statistics
Put-Call Ratio (Volume)	0.3333
Put-Call Ratio (Open Interest)	1.1854
Forward Price	447.39
Call Breakeven Price	469.24
Put Breakeven Price	427.97
Option Breakeven Price	447.59