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.

Primoris Services Corporation (PRIM) had 10-Day Implied Volatility (Mean) of 0.3856 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4861
Historical Volatility (Parkinson)	0.3592
Implied Volatility (Calls)	0.3951
Implied Volatility (Puts)	0.3761
Implied Volatility (Mean)	0.3856
Put-Call Implied Volatility Ratio	0.9521
Implied Volatility Skew	0.1058
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1442