Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.1035 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2388
Historical Volatility (Parkinson)	0.1645
Implied Volatility (Calls)	0.3746
Implied Volatility (Puts)	0.3178
Implied Volatility (Mean)	0.3462
Put-Call Implied Volatility Ratio	0.8485
Implied Volatility Skew	0.1035
Option Statistics
Put-Call Ratio (Volume)	0.3810
Put-Call Ratio (Open Interest)	2.6857
Forward Price	7.86
Call Breakeven Price	9.02
Put Breakeven Price	6.51
Option Breakeven Price	7.19