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.

Boyd Gaming Corporation (BYD) 20-Day Implied Volatility Skew data is not available for 2024-05-20.

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Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1727
Historical Volatility (Parkinson)	0.1898
Implied Volatility (Calls)	0.2013
Implied Volatility (Puts)	0.2351
Implied Volatility (Mean)	0.2182
Put-Call Implied Volatility Ratio	1.1682
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3812
Put-Call Ratio (Open Interest)	0.7008
Forward Price	55.18
Call Breakeven Price	62.07
Put Breakeven Price	51.07
Option Breakeven Price	57.54