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.

Shenandoah Telecommunications Co (SHEN) had 30-Day Implied Volatility (Mean) of 0.4766 for 2025-05-29.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7645
Historical Volatility (Parkinson)	0.7227
Implied Volatility (Calls)	0.5409
Implied Volatility (Puts)	0.4124
Implied Volatility (Mean)	0.4766
Put-Call Implied Volatility Ratio	0.7624
Implied Volatility Skew	0.1273
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4651