Implied Volatility Skew (90-Day)

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

Popular, Inc. (BPOP) 90-Day Implied Volatility Skew data is not available for 2024-05-20.

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Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2172
Historical Volatility (Parkinson)	0.2252
Implied Volatility (Calls)	0.2042
Implied Volatility (Puts)	0.2353
Implied Volatility (Mean)	0.2197
Put-Call Implied Volatility Ratio	1.1528
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1008
Forward Price	91.58
Call Breakeven Price	96.52
Put Breakeven Price	77.00
Option Breakeven Price	94.95