Implied Volatility (Mean) (20-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.

Slide Insurance Holdings, Inc. (SLDE) had 20-Day Implied Volatility (Mean) of 0.8818 for 2025-08-05.

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)	0.3532
Historical Volatility (Parkinson)	0.5008
Implied Volatility (Calls)	0.8273
Implied Volatility (Puts)	0.9364
Implied Volatility (Mean)	0.8818
Put-Call Implied Volatility Ratio	1.1318
Implied Volatility Skew	0.0203
Option Statistics
Put-Call Ratio (Volume)	0.0974
Put-Call Ratio (Open Interest)	0.9181