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.
Controladora Vuela Compania de Aviacion, S.A.B. de C.V. (VLRS) had 30-Day Implied Volatility (Calls) of 0.6153 for 2025-05-30.