Implied Volatility (Mean) (10-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.

Phillips Edison & Company, Inc. (PECO) had 10-Day Implied Volatility (Mean) of 0.3577 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3017
Historical Volatility (Parkinson)	0.1756
Implied Volatility (Calls)	0.3282
Implied Volatility (Puts)	0.3872
Implied Volatility (Mean)	0.3577
Put-Call Implied Volatility Ratio	1.1798
Implied Volatility Skew	0.0849
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	0.0462