Implied Volatility (Mean) (120-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.

TriplePoint Venture Growth BDC Corp. (TPVG) had 120-Day Implied Volatility (Mean) of 0.3780 for 2025-05-30.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3952
Historical Volatility (Parkinson)	0.3338
Implied Volatility (Calls)	0.4484
Implied Volatility (Puts)	0.3076
Implied Volatility (Mean)	0.3780
Put-Call Implied Volatility Ratio	0.6860
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4707