Implied Volatility Skew (60-Day)

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

Aramark (ARMK) 60-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)	0.2342
Historical Volatility (Parkinson)	0.2285
Implied Volatility (Calls)	0.1954
Implied Volatility (Puts)	0.2147
Implied Volatility (Mean)	0.2051
Put-Call Implied Volatility Ratio	1.0987
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	22.7823
Put-Call Ratio (Open Interest)	1.4114
Forward Price	33.70
Call Breakeven Price	34.85
Put Breakeven Price	28.59
Option Breakeven Price	31.21