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.

SL Green Realty Corporation (SLG) had 20-Day Implied Volatility (Mean) of 0.5630 for 2024-05-14.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3907
Historical Volatility (Parkinson)	0.3806
Implied Volatility (Calls)	0.5443
Implied Volatility (Puts)	0.5817
Implied Volatility (Mean)	0.5630
Put-Call Implied Volatility Ratio	1.0687
Implied Volatility Skew	0.0888
Option Statistics
Put-Call Ratio (Volume)	0.5435
Put-Call Ratio (Open Interest)	1.8285
Forward Price	54.71
Call Breakeven Price	58.63
Put Breakeven Price	45.71
Option Breakeven Price	50.30