Implied Volatility Skew (20-Day)

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

BWX Technologies, Inc. (BWXT) 20-Day Implied Volatility Skew data is not available for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1260
Historical Volatility (Parkinson)	0.1781
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.4949
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2619
Put-Call Ratio (Open Interest)	0.1501
Forward Price	93.36
Call Breakeven Price	101.50
Put Breakeven Price	83.12
Option Breakeven Price	99.08