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.

Western New England Bancorp (WNEB) had 180-Day Implied Volatility (Mean) of 0.4422 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3142
Historical Volatility (Parkinson)	0.2985
Implied Volatility (Calls)	0.5013
Implied Volatility (Puts)	0.3832
Implied Volatility (Mean)	0.4422
Put-Call Implied Volatility Ratio	0.7645
Implied Volatility Skew	0.0549
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--