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.

Zepp Health Corporation Sponsored ADR (ZEPP) had 180-Day Implied Volatility (Mean) of 0.9102 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.7473
Historical Volatility (Parkinson)	0.8147
Implied Volatility (Calls)	1.0588
Implied Volatility (Puts)	0.7617
Implied Volatility (Mean)	0.9102
Put-Call Implied Volatility Ratio	0.7194
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.6591