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.

Aaron's Holdings Company, Inc. (PRG) had 180-Day Implied Volatility (Mean) of 0.4082 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3777
Historical Volatility (Parkinson)	0.3512
Implied Volatility (Calls)	0.3823
Implied Volatility (Puts)	0.4342
Implied Volatility (Mean)	0.4082
Put-Call Implied Volatility Ratio	1.1359
Implied Volatility Skew	0.0377
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.7552
Forward Price	36.58
Call Breakeven Price	42.83
Put Breakeven Price	26.28
Option Breakeven Price	36.65