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.

Phillips Edison & Company, Inc. (PECO) had 120-Day Implied Volatility (Mean) of 0.2484 for 2026-01-16.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1336
Historical Volatility (Parkinson)	0.1551
Implied Volatility (Calls)	0.2441
Implied Volatility (Puts)	0.2527
Implied Volatility (Mean)	0.2484
Put-Call Implied Volatility Ratio	1.0349
Implied Volatility Skew	-0.0053
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	0.2708