### Comment:
What? I don't know either but you can calculate sigma then check the overlap between two (or three or five) standard deviations and the strike price. That'd give you a percentage. Idk if that's the one they report, but it's an example of how to  calculate a non-bs percentage.

### REPLY:
Well sure but my point is just that it's not a standardized value like the greeks and can vary from broker to broker.

### END.