Implied Volatility (Calls) (20-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

Science Applications International Corporation (SAIC) had 20-Day Implied Volatility (Calls) of 0.4678 for 2025-05-28.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3138
Historical Volatility (Parkinson)	0.2377
Implied Volatility (Calls)	0.4678
Implied Volatility (Puts)	0.5507
Implied Volatility (Mean)	0.5093
Put-Call Implied Volatility Ratio	1.1771
Implied Volatility Skew	0.0985
Option Statistics
Put-Call Ratio (Volume)	2.1176
Put-Call Ratio (Open Interest)	1.5741