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.
The Sherwin-Williams Company (SHW) had 20-Day Implied Volatility (Calls) of 0.3533 for 2026-06-03.
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