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.
Thumzup Media Corporation (TZUP) had 180-Day Implied Volatility (Mean) of 1.5654 for 2025-10-13.
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