Implied Volatility (Mean) (20-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.

Zurn Elkay Water Solutions Cor (ZWS) had 20-Day Implied Volatility (Mean) of 0.4495 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3562
Historical Volatility (Parkinson)	0.1888
Implied Volatility (Calls)	0.5024
Implied Volatility (Puts)	0.3967
Implied Volatility (Mean)	0.4495
Put-Call Implied Volatility Ratio	0.7896
Implied Volatility Skew	-0.0111
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.3871