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.
Peapack-Gladstone Financial Corporation (PGC) had 10-Day Implied Volatility (Mean) of 0.8413 for 2025-05-30.
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