Implied Volatility (Calls) (180-Day)
Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.
Takeda Pharmaceutical Co. (TAK) had 180-Day Implied Volatility (Calls) of 0.2130 for 2025-08-01.
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