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.

Linde PLC (LIN) had 30-Day Implied Volatility (Mean) of 0.2124 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1101
Historical Volatility (Parkinson)	0.1430
Implied Volatility (Calls)	0.2097
Implied Volatility (Puts)	0.2152
Implied Volatility (Mean)	0.2124
Put-Call Implied Volatility Ratio	1.0264
Implied Volatility Skew	0.0288
Option Statistics
Put-Call Ratio (Volume)	0.1818
Put-Call Ratio (Open Interest)	0.5000
Forward Price	446.00
Call Breakeven Price	474.96
Put Breakeven Price	428.19
Option Breakeven Price	459.37