Implied Volatility Skew (10-Day)

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

AngloGold Ashanti PLC (AU) 10-Day Implied Volatility Skew data is not available for 2024-04-25.

10-Day 20-Day 30-Day 60-Day
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Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5589
Historical Volatility (Parkinson)	0.3101
Implied Volatility (Calls)	0.4637
Implied Volatility (Puts)	0.4601
Implied Volatility (Mean)	0.4619
Put-Call Implied Volatility Ratio	0.9922
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2887
Put-Call Ratio (Open Interest)	0.6431
Forward Price	22.86
Call Breakeven Price	25.22
Put Breakeven Price	21.51
Option Breakeven Price	23.77