Implied Volatility (Calls) (30-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.
TEGNA Inc. (TGNA) had 30-Day Implied Volatility (Calls) of 0.1893 for 2024-05-24.