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.

Richardson Electronics, Ltd. (RELL) had 90-Day Implied Volatility (Mean) of 0.4682 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5465
Historical Volatility (Parkinson)	0.5175
Implied Volatility (Calls)	0.4490
Implied Volatility (Puts)	0.4874
Implied Volatility (Mean)	0.4682
Put-Call Implied Volatility Ratio	1.0855
Implied Volatility Skew	0.0582
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7078