Implied Volatility Skew (180-Day)

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

B2Gold Corp (BTG) 180-Day Implied Volatility Skew data is not available for 2024-05-02.

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Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4052
Historical Volatility (Parkinson)	0.3346
Implied Volatility (Calls)	0.4577
Implied Volatility (Puts)	0.4769
Implied Volatility (Mean)	0.4673
Put-Call Implied Volatility Ratio	1.0420
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0073
Put-Call Ratio (Open Interest)	0.1170
Forward Price	2.57
Call Breakeven Price	3.04
Put Breakeven Price	2.23
Option Breakeven Price	2.95