Implied Volatility (Mean) (120-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.

Companhia de saneamento Basico Do Estado De Sao Paulo - Sabesp (SBS) had 120-Day Implied Volatility (Mean) of 0.3296 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2864
Historical Volatility (Parkinson)	0.2261
Implied Volatility (Calls)	0.2540
Implied Volatility (Puts)	0.4052
Implied Volatility (Mean)	0.3296
Put-Call Implied Volatility Ratio	1.5952
Implied Volatility Skew	-0.0391
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0976