Implied Volatility (Mean) (30-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.

Sensata Technologies Holding N.V. (ST) had 30-Day Implied Volatility (Mean) of 0.3837 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.6050
Historical Volatility (Parkinson)	0.3443
Implied Volatility (Calls)	0.3738
Implied Volatility (Puts)	0.3937
Implied Volatility (Mean)	0.3837
Put-Call Implied Volatility Ratio	1.0533
Implied Volatility Skew	0.0031
Option Statistics
Put-Call Ratio (Volume)	1.3333
Put-Call Ratio (Open Interest)	1.1014