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.

British American Tobacco p.l.c. (BTI) 30-Day Implied Volatility Skew data is not available for 2024-04-25.

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Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1518
Historical Volatility (Parkinson)	0.1154
Implied Volatility (Calls)	0.1877
Implied Volatility (Puts)	0.1832
Implied Volatility (Mean)	0.1854
Put-Call Implied Volatility Ratio	0.9762
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.0045
Put-Call Ratio (Open Interest)	0.8838
Forward Price	29.54
Call Breakeven Price	31.06
Put Breakeven Price	28.27
Option Breakeven Price	29.75