Implied Volatility (Mean) (180-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.

Packaging Corporation of America (PKG) had 180-Day Implied Volatility (Mean) of 0.2626 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2993
Historical Volatility (Parkinson)	0.2629
Implied Volatility (Calls)	0.2624
Implied Volatility (Puts)	0.2628
Implied Volatility (Mean)	0.2626
Put-Call Implied Volatility Ratio	1.0017
Implied Volatility Skew	0.0423
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2844