Implied Volatility (Calls) (60-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

Liberty Media Corporation - Liberty Live Series C (LLYVK) had 60-Day Implied Volatility (Calls) of 0.3016 for 2026-01-16.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2435
Historical Volatility (Parkinson)	0.3073
Implied Volatility (Calls)	0.3016
Implied Volatility (Puts)	0.3243
Implied Volatility (Mean)	0.3129
Put-Call Implied Volatility Ratio	1.0753
Implied Volatility Skew	0.0601
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.5000