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.

Lincoln Educational Services Corporation (LINC) had 30-Day Implied Volatility (Mean) of 0.3694 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4168
Historical Volatility (Parkinson)	0.5106
Implied Volatility (Calls)	0.3655
Implied Volatility (Puts)	0.3734
Implied Volatility (Mean)	0.3694
Put-Call Implied Volatility Ratio	1.0216
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.2966