Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0403 for 2022-12-07.

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

Figures for 2022-12-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3048
Historical Volatility (Parkinson)	0.1837
Implied Volatility (Calls)	0.3908
Implied Volatility (Puts)	0.3636
Implied Volatility (Mean)	0.3772
Put-Call Implied Volatility Ratio	0.9304
Implied Volatility Skew	0.0403
Option Statistics
Put-Call Ratio (Volume)	1.8849
Put-Call Ratio (Open Interest)	0.5574
Forward Price	7.90
Call Breakeven Price	8.06
Put Breakeven Price	7.26
Option Breakeven Price	7.65

Data from Quantcha