Put-Call Implied Volatility Ratio (30-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Banco Bilbao Viscaya Argentaria S.A. (BBVA) had 30-Day Put-Call Implied Volatility Ratio of 0.6591 for 2024-05-02.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4355
Historical Volatility (Parkinson)	0.1922
Implied Volatility (Calls)	0.6187
Implied Volatility (Puts)	0.4078
Implied Volatility (Mean)	0.5133
Put-Call Implied Volatility Ratio	0.6591
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.0784
Forward Price	10.71
Call Breakeven Price	12.20
Put Breakeven Price	9.87
Option Breakeven Price	11.40