Implied Volatility (Mean) (150-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 150-Day Implied Volatility (Mean) of 0.3174 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2917
Historical Volatility (Parkinson)	0.2190
Implied Volatility (Calls)	0.2471
Implied Volatility (Puts)	0.3876
Implied Volatility (Mean)	0.3174
Put-Call Implied Volatility Ratio	1.5685
Implied Volatility Skew	-0.0529
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0412