Implied Volatility Skew (150-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) had 150-Day Implied Volatility Skew of -0.0548 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4640
Historical Volatility (Parkinson)	0.3366
Implied Volatility (Calls)	0.4447
Implied Volatility (Puts)	0.5147
Implied Volatility (Mean)	0.4797
Put-Call Implied Volatility Ratio	1.1572
Implied Volatility Skew	-0.0548
Option Statistics
Put-Call Ratio (Volume)	3.4953
Put-Call Ratio (Open Interest)	1.2168
Forward Price	21.98
Call Breakeven Price	26.79
Put Breakeven Price	18.39
Option Breakeven Price	22.06