Implied Volatility Skew (20-Day)

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

Agilysys, Inc. (AGYS) 20-Day Implied Volatility Skew data is not available for 2024-06-13.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4218
Historical Volatility (Parkinson)	0.4174
Implied Volatility (Calls)	0.4114
Implied Volatility (Puts)	0.4206
Implied Volatility (Mean)	0.4160
Put-Call Implied Volatility Ratio	1.0224
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	13.9605
Forward Price	90.90
Call Breakeven Price	103.80
Put Breakeven Price	70.41
Option Breakeven Price	88.20