Implied Volatility Skew (120-Day)

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

AvalonBay Communities, Inc. (AVB) 120-Day Implied Volatility Skew data is not available for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1907
Historical Volatility (Parkinson)	0.1795
Implied Volatility (Calls)	0.1712
Implied Volatility (Puts)	0.2242
Implied Volatility (Mean)	0.1977
Put-Call Implied Volatility Ratio	1.3097
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.2473
Forward Price	193.57
Call Breakeven Price	205.55
Put Breakeven Price	158.60
Option Breakeven Price	173.76