Implied Volatility (Calls) (30-Day)

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Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

Perimeter Solutions, SA (PRM) had 30-Day Implied Volatility (Calls) of 0.4568 for 2025-06-04.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5389
Historical Volatility (Parkinson)	0.3453
Implied Volatility (Calls)	0.4568
Implied Volatility (Puts)	0.4051
Implied Volatility (Mean)	0.4309
Put-Call Implied Volatility Ratio	0.8868
Implied Volatility Skew	0.1649
Option Statistics
Put-Call Ratio (Volume)	5.0000
Put-Call Ratio (Open Interest)	0.4453

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