Implied Volatility Skew (20-Day)

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

AstraZeneca PLC (AZN) 20-Day Implied Volatility Skew data is not available for 2024-05-31.

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Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1895
Historical Volatility (Parkinson)	0.1080
Implied Volatility (Calls)	0.1854
Implied Volatility (Puts)	0.1841
Implied Volatility (Mean)	0.1848
Put-Call Implied Volatility Ratio	0.9927
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6591
Put-Call Ratio (Open Interest)	0.6460
Forward Price	78.26
Call Breakeven Price	80.38
Put Breakeven Price	74.49
Option Breakeven Price	78.18