Implied Volatility (Mean) (20-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.

Ollie's Bargain Outlet Holdings, Inc. (OLLI) had 20-Day Implied Volatility (Mean) of 0.5882 for 2025-05-30.

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

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4502
Historical Volatility (Parkinson)	0.3627
Implied Volatility (Calls)	0.5771
Implied Volatility (Puts)	0.5993
Implied Volatility (Mean)	0.5882
Put-Call Implied Volatility Ratio	1.0383
Implied Volatility Skew	0.0288
Option Statistics
Put-Call Ratio (Volume)	6.0732
Put-Call Ratio (Open Interest)	1.6659