Implied Volatility Skew (180-Day)

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

Brookfield Business Partners L.P. (BBU) 180-Day Implied Volatility Skew data is not available for 2024-06-12.

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

Figures for 2024-06-12

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2608
Historical Volatility (Parkinson)	0.2948
Implied Volatility (Calls)	0.3534
Implied Volatility (Puts)	0.5107
Implied Volatility (Mean)	0.4321
Put-Call Implied Volatility Ratio	1.4448
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1000
Forward Price	18.88
Call Breakeven Price	24.84
Put Breakeven Price	12.60
Option Breakeven Price	23.73