Implied Volatility (Mean) (120-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.

Oil States International, Inc. (OIS) had 120-Day Implied Volatility (Mean) of 0.6284 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.8152
Historical Volatility (Parkinson)	0.6284
Implied Volatility (Calls)	0.5936
Implied Volatility (Puts)	0.6632
Implied Volatility (Mean)	0.6284
Put-Call Implied Volatility Ratio	1.1173
Implied Volatility Skew	0.1668
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0020