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.

BHP Group Limited Sponsored ADR (BHP) 20-Day Implied Volatility Skew data is not available for 2024-04-22.

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

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2891
Historical Volatility (Parkinson)	0.1610
Implied Volatility (Calls)	0.2524
Implied Volatility (Puts)	0.2567
Implied Volatility (Mean)	0.2546
Put-Call Implied Volatility Ratio	1.0172
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4457
Put-Call Ratio (Open Interest)	0.5095
Forward Price	58.70
Call Breakeven Price	67.33
Put Breakeven Price	52.59
Option Breakeven Price	62.36