Implied Volatility (Mean) (60-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.

The Scotts Miracle-Gro Company (SMG) had 60-Day Implied Volatility (Mean) of 0.3907 for 2025-05-21.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.5759
Historical Volatility (Parkinson)	0.5173
Implied Volatility (Calls)	0.3884
Implied Volatility (Puts)	0.3930
Implied Volatility (Mean)	0.3907
Put-Call Implied Volatility Ratio	1.0119
Implied Volatility Skew	0.0696
Option Statistics
Put-Call Ratio (Volume)	0.1034
Put-Call Ratio (Open Interest)	0.9954