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.

Logitech International S.A. (LOGI) had 30-Day Implied Volatility (Mean) of 0.2832 for 2025-05-16.

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Figures for 2025-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3664
Historical Volatility (Parkinson)	0.1916
Implied Volatility (Calls)	0.2796
Implied Volatility (Puts)	0.2869
Implied Volatility (Mean)	0.2832
Put-Call Implied Volatility Ratio	1.0261
Implied Volatility Skew	0.0552
Option Statistics
Put-Call Ratio (Volume)	1.4333
Put-Call Ratio (Open Interest)	0.8229