Option Breakeven Price (60-Day)

Option Breakeven Price: The average price at which an option position breaks even at expiration, weighted by the open interests of all calls and puts.

BRF S.A. (BRFS) had 60-Day Option Breakeven Price of 2.72 for 2022-09-27.

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Figures for 2022-09-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6380
Historical Volatility (Parkinson)	0.4549
Implied Volatility (Calls)	0.6409
Implied Volatility (Puts)	0.6066
Implied Volatility (Mean)	0.6238
Put-Call Implied Volatility Ratio	0.9465
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0313
Forward Price	2.63
Call Breakeven Price	2.77
Put Breakeven Price	2.26
Option Breakeven Price	2.72

Data from Quantcha