Implied Volatility Skew (10-Day)

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

Blackstone Inc. (BX) had 10-Day Implied Volatility Skew of 0.0460 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3909
Historical Volatility (Parkinson)	0.2761
Implied Volatility (Calls)	0.2276
Implied Volatility (Puts)	0.2452
Implied Volatility (Mean)	0.2364
Put-Call Implied Volatility Ratio	1.0774
Implied Volatility Skew	0.0460
Option Statistics
Put-Call Ratio (Volume)	2.3212
Put-Call Ratio (Open Interest)	2.3655
Forward Price	127.89
Call Breakeven Price	131.03
Put Breakeven Price	119.42
Option Breakeven Price	123.40