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 J. M. Smucker Company (SJM) had 20-Day Implied Volatility (Calls) of 0.2766 for 2024-05-16.