Implied Volatility (Calls) (180-Day)
Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.
WesBanco, Inc. (WSBC) had 180-Day Implied Volatility (Calls) of 0.3156 for 2024-05-20.