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 2022-05-27.

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Figures for 2022-05-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6393
Historical Volatility (Parkinson)	0.4399
Implied Volatility (Calls)	0.6112
Implied Volatility (Puts)	0.6108
Implied Volatility (Mean)	0.6110
Put-Call Implied Volatility Ratio	0.9993
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2278
Forward Price	3.26
Call Breakeven Price	3.31
Put Breakeven Price	2.92
Option Breakeven Price	3.10

Data from Quantcha