Implied Volatility (Mean) (60-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.

RELX PLC (RELX) had 60-Day Implied Volatility (Mean) of 0.3680 for 2024-04-19.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1410
Historical Volatility (Parkinson)	0.0933
Implied Volatility (Calls)	0.3203
Implied Volatility (Puts)	0.4156
Implied Volatility (Mean)	0.3680
Put-Call Implied Volatility Ratio	1.2976
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	3.0000
Forward Price	40.79
Call Breakeven Price	45.38
Put Breakeven Price	39.83
Option Breakeven Price	41.22