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.

Barclays PLC (BCS) had 180-Day Implied Volatility Skew of 0.0654 for 2023-03-27.

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

Figures for 2023-03-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3764
Historical Volatility (Parkinson)	0.2139
Implied Volatility (Calls)	0.4209
Implied Volatility (Puts)	0.4607
Implied Volatility (Mean)	0.4408
Put-Call Implied Volatility Ratio	1.0946
Implied Volatility Skew	0.0654
Option Statistics
Put-Call Ratio (Volume)	10.1988
Put-Call Ratio (Open Interest)	2.6074
Forward Price	6.84
Call Breakeven Price	9.82
Put Breakeven Price	5.93
Option Breakeven Price	7.05