Implied Volatility Skew (30-Day)

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

Popular, Inc. (BPOP) 30-Day Implied Volatility Skew data is not available for 2024-04-26.

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Figures for 2024-04-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2317
Historical Volatility (Parkinson)	0.2568
Implied Volatility (Calls)	0.2433
Implied Volatility (Puts)	0.2598
Implied Volatility (Mean)	0.2515
Put-Call Implied Volatility Ratio	1.0678
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.8971
Forward Price	86.73
Call Breakeven Price	96.05
Put Breakeven Price	79.90
Option Breakeven Price	88.57