Implied Volatility (Calls) (90-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.

Companhia de saneamento Basico Do Estado De Sao Paulo - Sabesp (SBS) had 90-Day Implied Volatility (Calls) of 0.5005 for 2026-03-05.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3582
Historical Volatility (Parkinson)	0.2204
Implied Volatility (Calls)	0.5005
Implied Volatility (Puts)	0.5309
Implied Volatility (Mean)	0.5157
Put-Call Implied Volatility Ratio	1.0609
Implied Volatility Skew	0.0424
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0134