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.

Cohen & Steers Total Return Realty Fund, Inc. (RFI) 30-Day Implied Volatility (Mean) data is not available for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1772
Historical Volatility (Parkinson)	0.1488
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--