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.

B2Gold Corp (BTG) had 120-Day Implied Volatility Skew of -0.0347 for 2024-05-15.

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

Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4280
Historical Volatility (Parkinson)	0.3575
Implied Volatility (Calls)	0.4216
Implied Volatility (Puts)	0.5101
Implied Volatility (Mean)	0.4658
Put-Call Implied Volatility Ratio	1.2101
Implied Volatility Skew	-0.0347
Option Statistics
Put-Call Ratio (Volume)	0.3548
Put-Call Ratio (Open Interest)	0.1278
Forward Price	2.83
Call Breakeven Price	3.29
Put Breakeven Price	2.38
Option Breakeven Price	3.18