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.

AngloGold Ashanti Limited (AU) had 30-Day Implied Volatility Skew of 0.0392 for 2023-02-01.

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

Figures for 2023-02-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3885
Historical Volatility (Parkinson)	0.2672
Implied Volatility (Calls)	0.3914
Implied Volatility (Puts)	0.3973
Implied Volatility (Mean)	0.3943
Put-Call Implied Volatility Ratio	1.0150
Implied Volatility Skew	0.0392
Option Statistics
Put-Call Ratio (Volume)	0.2007
Put-Call Ratio (Open Interest)	0.6702
Forward Price	21.21
Call Breakeven Price	23.09
Put Breakeven Price	18.76
Option Breakeven Price	21.34