Implied Volatility Skew (90-Day)

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

Coca-Cola Europacific Partners (CCEP) had 90-Day Implied Volatility Skew of 0.0647 for 2024-05-15.

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

Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1713
Historical Volatility (Parkinson)	0.1710
Implied Volatility (Calls)	0.1735
Implied Volatility (Puts)	0.2083
Implied Volatility (Mean)	0.1909
Put-Call Implied Volatility Ratio	1.2009
Implied Volatility Skew	0.0647
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.5520
Forward Price	75.60
Call Breakeven Price	78.06
Put Breakeven Price	59.84
Option Breakeven Price	64.94