Implied Volatility Skew (180-Day)

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

Popular, Inc. (BPOP) had 180-Day Implied Volatility Skew of 0.0176 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)	0.2384
Historical Volatility (Parkinson)	0.2290
Implied Volatility (Calls)	0.2576
Implied Volatility (Puts)	0.3145
Implied Volatility (Mean)	0.2860
Put-Call Implied Volatility Ratio	1.2208
Implied Volatility Skew	0.0176
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.5191
Forward Price	93.57
Call Breakeven Price	104.43
Put Breakeven Price	66.73
Option Breakeven Price	91.91