Implied Volatility Skew (60-Day)

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

ArrowMark Financial Corp. (BANX) had 60-Day Implied Volatility Skew of 0.1095 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1259
Historical Volatility (Parkinson)	0.1523
Implied Volatility (Calls)	0.3364
Implied Volatility (Puts)	0.3140
Implied Volatility (Mean)	0.3252
Put-Call Implied Volatility Ratio	0.9335
Implied Volatility Skew	0.1095
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4298
Forward Price	18.37
Call Breakeven Price	20.10
Put Breakeven Price	17.08
Option Breakeven Price	18.91