Implied Volatility Skew (60-Day)

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

Barclays PLC (BCS) 60-Day Implied Volatility Skew data is not available for 2023-06-09.

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Figures for 2023-06-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3354
Historical Volatility (Parkinson)	0.1751
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.3624
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	4.0357
Put-Call Ratio (Open Interest)	0.6394
Forward Price	7.82
Call Breakeven Price	8.52
Put Breakeven Price	6.72
Option Breakeven Price	7.92