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.

Manhattan Bridge Capital, Inc (LOAN) had 30-Day Implied Volatility (Mean) of 0.8496 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1629
Historical Volatility (Parkinson)	0.1810
Implied Volatility (Calls)	0.8055
Implied Volatility (Puts)	0.8936
Implied Volatility (Mean)	0.8496
Put-Call Implied Volatility Ratio	1.1095
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0323