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.

Carlyle Group Inc. (CG) 90-Day Implied Volatility Skew data is not available for 2024-05-02.

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Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3476
Historical Volatility (Parkinson)	0.2414
Implied Volatility (Calls)	0.2513
Implied Volatility (Puts)	0.3232
Implied Volatility (Mean)	0.2872
Put-Call Implied Volatility Ratio	1.2861
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2692
Put-Call Ratio (Open Interest)	0.4949
Forward Price	40.57
Call Breakeven Price	47.88
Put Breakeven Price	37.92
Option Breakeven Price	44.58