Implied Volatility Skew (60-Day)

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

Culp, Inc. (CULP) 60-Day Implied Volatility Skew data is not available for 2022-12-07.

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Figures for 2022-12-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4579
Historical Volatility (Parkinson)	0.4806
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.0806
Forward Price	5.45
Call Breakeven Price	5.00
Put Breakeven Price	4.49
Option Breakeven Price	4.64

Data from Quantcha