Implied Volatility Skew (30-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Balchem Corporation (BCPC) had 30-Day Implied Volatility Skew of 0.0642 for 2024-05-31.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1940
Historical Volatility (Parkinson)	0.1782
Implied Volatility (Calls)	0.1966
Implied Volatility (Puts)	0.1972
Implied Volatility (Mean)	0.1969
Put-Call Implied Volatility Ratio	1.0031
Implied Volatility Skew	0.0642
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1250
Forward Price	154.27
Call Breakeven Price	155.76
Put Breakeven Price	145.10
Option Breakeven Price	154.57