Implied Volatility Skew (30-Day)

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

Banco Santander Chile (BSAC) had 30-Day Implied Volatility Skew of 0.1910 for 2024-04-25.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2375
Historical Volatility (Parkinson)	0.1915
Implied Volatility (Calls)	0.8238
Implied Volatility (Puts)	1.2816
Implied Volatility (Mean)	1.0527
Put-Call Implied Volatility Ratio	1.5556
Implied Volatility Skew	0.1910
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--
Forward Price	17.46
Call Breakeven Price	--
Put Breakeven Price	--
Option Breakeven Price	--