Implied Volatility (Mean) (30-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.

Portman Ridge Finance Corporation (PTMN) had 30-Day Implied Volatility (Mean) of 0.2979 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1984
Historical Volatility (Parkinson)	0.2376
Implied Volatility (Calls)	0.3531
Implied Volatility (Puts)	0.2428
Implied Volatility (Mean)	0.2979
Put-Call Implied Volatility Ratio	0.6876
Implied Volatility Skew	0.2585
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1951