Implied Volatility (Puts) (180-Day)
Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.
Oxford Square Capital Corp. (OXSQ) had 180-Day Implied Volatility (Puts) of 1.0883 for 2026-04-17.
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