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.
COR-VRT 2X DLY (VRC) had 180-Day Implied Volatility (Mean) of 0.3480 for 2005-03-11.
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