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.

Business First Bancshares, Inc. (BFST) had 120-Day Implied Volatility Skew of 0.1389 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3305
Historical Volatility (Parkinson)	0.2594
Implied Volatility (Calls)	0.3949
Implied Volatility (Puts)	0.3508
Implied Volatility (Mean)	0.3729
Put-Call Implied Volatility Ratio	0.8883
Implied Volatility Skew	0.1389
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0710
Forward Price	21.83
Call Breakeven Price	27.47
Put Breakeven Price	13.66
Option Breakeven Price	26.52