Implied Volatility (Mean) (90-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.

Papa John's International, Inc. (PZZA) had 90-Day Implied Volatility (Mean) of 0.4761 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.6331
Historical Volatility (Parkinson)	0.5208
Implied Volatility (Calls)	0.4759
Implied Volatility (Puts)	0.4764
Implied Volatility (Mean)	0.4761
Put-Call Implied Volatility Ratio	1.0011
Implied Volatility Skew	0.0509
Option Statistics
Put-Call Ratio (Volume)	0.0374
Put-Call Ratio (Open Interest)	0.5236