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.

Mondelez International, Inc. (MDLZ) had 20-Day Implied Volatility (Mean) of 0.2464 for 2024-04-22.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1763
Historical Volatility (Parkinson)	0.1491
Implied Volatility (Calls)	0.2616
Implied Volatility (Puts)	0.2312
Implied Volatility (Mean)	0.2464
Put-Call Implied Volatility Ratio	0.8838
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1555
Put-Call Ratio (Open Interest)	0.4688
Forward Price	69.80
Call Breakeven Price	71.81
Put Breakeven Price	65.88
Option Breakeven Price	70.25