Implied Volatility Skew (60-Day)

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

Popular, Inc. (BPOP) 60-Day Implied Volatility Skew data is not available 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)	0.2105
Historical Volatility (Parkinson)	0.2303
Implied Volatility (Calls)	0.2004
Implied Volatility (Puts)	0.2348
Implied Volatility (Mean)	0.2176
Put-Call Implied Volatility Ratio	1.1716
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2633
Forward Price	92.91
Call Breakeven Price	96.10
Put Breakeven Price	76.89
Option Breakeven Price	92.78