Implied Volatility (Mean) (180-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.
T-Mobile US, Inc. (TMUS) had 180-Day Implied Volatility (Mean) of 0.1646 for 2024-05-02.