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.

Wheaton Precious Metals Corp. (WPM) had 30-Day Implied Volatility (Mean) of 0.3157 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4629
Historical Volatility (Parkinson)	0.2464
Implied Volatility (Calls)	0.3180
Implied Volatility (Puts)	0.3134
Implied Volatility (Mean)	0.3157
Put-Call Implied Volatility Ratio	0.9855
Implied Volatility Skew	0.0241
Option Statistics
Put-Call Ratio (Volume)	3.6842
Put-Call Ratio (Open Interest)	0.6695