Implied Volatility (Mean) (120-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.

Chicago Atlantic Real Estate Finance, Inc. (REFI) had 120-Day Implied Volatility (Mean) of 0.3385 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1933
Historical Volatility (Parkinson)	0.2299
Implied Volatility (Calls)	0.3197
Implied Volatility (Puts)	0.3573
Implied Volatility (Mean)	0.3385
Put-Call Implied Volatility Ratio	1.1173
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.5157