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.

Culp, Inc. (CULP) 20-Day Implied Volatility Skew data is not available for 2024-04-19.

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Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2079
Historical Volatility (Parkinson)	0.3066
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	73.2857
Put-Call Ratio (Open Interest)	1.7321
Forward Price	4.55
Call Breakeven Price	7.61
Put Breakeven Price	2.48
Option Breakeven Price	6.52