Implied Volatility (Mean) (30-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.

Norfolk Southern Corporation (NSC) had 30-Day Implied Volatility (Mean) of 0.2304 for 2025-05-29.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

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

Figures for 2025-05-29

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2866
Historical Volatility (Parkinson)	0.1684
Implied Volatility (Calls)	0.2283
Implied Volatility (Puts)	0.2325
Implied Volatility (Mean)	0.2304
Put-Call Implied Volatility Ratio	1.0184
Implied Volatility Skew	0.0362
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	0.1828