Implied Volatility Skew (120-Day)

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

BRF S.A. (BRFS) 120-Day Implied Volatility Skew data is not available for 2022-11-25.

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Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6922
Historical Volatility (Parkinson)	0.4696
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2332
Forward Price	2.05
Call Breakeven Price	2.61
Put Breakeven Price	1.85
Option Breakeven Price	2.11

Data from Quantcha