Implied Volatility (Mean) (90-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.
Nasdaq 100 (NDX) had 90-Day Implied Volatility (Mean) of 0.2108 for 2025-05-30.
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