Implied Volatility (Mean) (30-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.

Worthington Enterprises, Inc. (WOR) had 30-Day Implied Volatility (Mean) of 0.3232 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3266
Historical Volatility (Parkinson)	0.2342
Implied Volatility (Calls)	0.3408
Implied Volatility (Puts)	0.3056
Implied Volatility (Mean)	0.3232
Put-Call Implied Volatility Ratio	0.8967
Implied Volatility Skew	0.0841
Option Statistics
Put-Call Ratio (Volume)	0.0068
Put-Call Ratio (Open Interest)	0.4207