Implied Volatility (Calls) (90-Day)

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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.

Venture Global, Inc. (VG) had 90-Day Implied Volatility (Calls) of 0.7115 for 2025-06-16.

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Figures for 2025-06-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9089
Historical Volatility (Parkinson)	0.8505
Implied Volatility (Calls)	0.7115
Implied Volatility (Puts)	1.1904
Implied Volatility (Mean)	0.9509
Put-Call Implied Volatility Ratio	1.6732
Implied Volatility Skew	-0.1001
Option Statistics
Put-Call Ratio (Volume)	0.2816
Put-Call Ratio (Open Interest)	1.4744

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