Implied Volatility (Mean) (60-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.

Natural Grocers by Vitamin Cottage, Inc. (NGVC) had 60-Day Implied Volatility (Mean) of 0.5961 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.8073
Historical Volatility (Parkinson)	0.6235
Implied Volatility (Calls)	0.6051
Implied Volatility (Puts)	0.5872
Implied Volatility (Mean)	0.5961
Put-Call Implied Volatility Ratio	0.9703
Implied Volatility Skew	0.0619
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2833