Implied Volatility Skew (10-Day)

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

Barclays PLC (BCS) 10-Day Implied Volatility Skew data is not available for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4449
Historical Volatility (Parkinson)	0.1662
Implied Volatility (Calls)	0.3114
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.8369
Put-Call Ratio (Open Interest)	0.4942
Forward Price	10.49
Call Breakeven Price	10.73
Put Breakeven Price	9.17
Option Breakeven Price	10.21