Put-Call Implied Volatility Ratio (60-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

BRF S.A. (BRFS) had 60-Day Put-Call Implied Volatility Ratio of 0.9993 for 2022-05-27.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2022-05-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6633
Historical Volatility (Parkinson)	0.4914
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)	0.0827
Forward Price	3.25
Call Breakeven Price	3.12
Put Breakeven Price	2.95
Option Breakeven Price	3.03

Data from Quantcha