Implied Volatility (Mean) (120-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.
S&T Bancorp, Inc. (STBA) had 120-Day Implied Volatility (Mean) of 0.2654 for 2025-12-04.
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