Implied Volatility (Calls) (120-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.

Polestar Automotive Holding UK PLC (PSNY) 120-Day Implied Volatility (Calls) data is not available for 2025-06-05.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.6590
Historical Volatility (Parkinson)	0.6218
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.9780
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2019
Put-Call Ratio (Open Interest)	1.1306

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