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.

West Fraser Timber Co. Ltd. (WFG) had 180-Day Implied Volatility (Mean) of 0.3235 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2757
Historical Volatility (Parkinson)	0.2762
Implied Volatility (Calls)	0.3297
Implied Volatility (Puts)	0.3174
Implied Volatility (Mean)	0.3235
Put-Call Implied Volatility Ratio	0.9626
Implied Volatility Skew	0.0467
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.6667