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.

Univest Corporation of Pennsylvania (UVSP) had 120-Day Implied Volatility (Mean) of 0.3740 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3173
Historical Volatility (Parkinson)	0.3936
Implied Volatility (Calls)	0.3995
Implied Volatility (Puts)	0.3484
Implied Volatility (Mean)	0.3740
Put-Call Implied Volatility Ratio	0.8721
Implied Volatility Skew	0.1015
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--