Implied Volatility (Calls) (120-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.
Mondelez International, Inc. (MDLZ) had 120-Day Implied Volatility (Calls) of 0.1761 for 2023-03-24.