Implied Volatility (Mean) (20-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.

Metropolitan Bank Holding Corp. (MCB) had 20-Day Implied Volatility (Mean) of 0.3288 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2875
Historical Volatility (Parkinson)	0.2271
Implied Volatility (Calls)	0.3469
Implied Volatility (Puts)	0.3107
Implied Volatility (Mean)	0.3288
Put-Call Implied Volatility Ratio	0.8954
Implied Volatility Skew	0.0765
Option Statistics
Put-Call Ratio (Volume)	0.6000
Put-Call Ratio (Open Interest)	0.4024