Implied Volatility (Puts) (150-Day)
Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.
MercadoLibre, Inc. (MELI) had 150-Day Implied Volatility (Puts) of 0.3972 for 2024-05-02.