Implied Volatility (Mean) (180-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.

Summit Midstream Partners, LP (SMC) had 180-Day Implied Volatility (Mean) of 0.5324 for 2025-06-06.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5034
Historical Volatility (Parkinson)	0.4985
Implied Volatility (Calls)	0.5204
Implied Volatility (Puts)	0.5444
Implied Volatility (Mean)	0.5324
Put-Call Implied Volatility Ratio	1.0460
Implied Volatility Skew	0.0017
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0038