Implied Volatility Skew (150-Day)

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

Ballard Power Systems, Inc. (BLDP) had 150-Day Implied Volatility Skew of 0.0124 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)	0.6002
Historical Volatility (Parkinson)	0.5108
Implied Volatility (Calls)	0.5859
Implied Volatility (Puts)	0.5830
Implied Volatility (Mean)	0.5845
Put-Call Implied Volatility Ratio	0.9951
Implied Volatility Skew	0.0124
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4057
Forward Price	3.21
Call Breakeven Price	4.66
Put Breakeven Price	2.68
Option Breakeven Price	4.09