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.

Appian Corporation (APPN) 30-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)	0.6849
Historical Volatility (Parkinson)	0.4618
Implied Volatility (Calls)	0.4931
Implied Volatility (Puts)	0.7020
Implied Volatility (Mean)	0.5975
Put-Call Implied Volatility Ratio	1.4237
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0419
Put-Call Ratio (Open Interest)	3.9582
Forward Price	33.39
Call Breakeven Price	40.18
Put Breakeven Price	26.56
Option Breakeven Price	31.26