Implied Volatility (Puts) (120-Day)
Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.
Stanley Black & Decker, Inc. (SWK) had 120-Day Implied Volatility (Puts) of 0.3059 for 2024-06-14.