Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0599 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)	0.1297
Historical Volatility (Parkinson)	0.1575
Implied Volatility (Calls)	0.3296
Implied Volatility (Puts)	0.3328
Implied Volatility (Mean)	0.3312
Put-Call Implied Volatility Ratio	1.0098
Implied Volatility Skew	0.0599
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7355
Forward Price	18.40
Call Breakeven Price	20.82
Put Breakeven Price	16.58
Option Breakeven Price	18.93