Implied Volatility Skew (120-Day)

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

Barclays PLC (BCS) 120-Day Implied Volatility Skew data is not available for 2024-04-23.

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Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3134
Historical Volatility (Parkinson)	0.1711
Implied Volatility (Calls)	0.3148
Implied Volatility (Puts)	0.3309
Implied Volatility (Mean)	0.3228
Put-Call Implied Volatility Ratio	1.0511
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6095
Put-Call Ratio (Open Interest)	1.3445
Forward Price	9.85
Call Breakeven Price	10.46
Put Breakeven Price	7.81
Option Breakeven Price	8.94