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.

Riley Exploration Permian, Inc. (REPX) had 30-Day Implied Volatility (Mean) of 0.5281 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5012
Historical Volatility (Parkinson)	0.4221
Implied Volatility (Calls)	0.5144
Implied Volatility (Puts)	0.5419
Implied Volatility (Mean)	0.5281
Put-Call Implied Volatility Ratio	1.0535
Implied Volatility Skew	0.0092
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1583