Implied Volatility Skew (180-Day)

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

Ashford Hospitality Trust Inc (AHT) 180-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6997
Historical Volatility (Parkinson)	0.6980
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	6.2291
Forward Price	--
Call Breakeven Price	2.64
Put Breakeven Price	1.23
Option Breakeven Price	1.87