Implied Volatility (Puts) (90-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.

AT&T Inc. (T) had 90-Day Implied Volatility (Puts) of 0.2769 for 2020-08-04.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2020-08-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2790
Historical Volatility (Parkinson)	0.2013
Implied Volatility (Calls)	0.2197
Implied Volatility (Puts)	0.2769
Implied Volatility (Mean)	0.2483
Put-Call Implied Volatility Ratio	1.2604
Implied Volatility Skew	0.0138
Option Statistics
Put-Call Ratio (Volume)	0.3542
Put-Call Ratio (Open Interest)	0.7077
Forward Price	29.70
Call Breakeven Price	33.96
Put Breakeven Price	27.13
Option Breakeven Price	31.11

Data from Quantcha