Implied Volatility Skew (30-Day)

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

Caesars Entertainment, Inc. (CZR) 30-Day Implied Volatility Skew data is not available for 2024-05-15.

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Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3449
Historical Volatility (Parkinson)	0.3572
Implied Volatility (Calls)	0.3775
Implied Volatility (Puts)	0.3996
Implied Volatility (Mean)	0.3885
Put-Call Implied Volatility Ratio	1.0585
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	11.2174
Put-Call Ratio (Open Interest)	4.7080
Forward Price	36.34
Call Breakeven Price	41.58
Put Breakeven Price	31.59
Option Breakeven Price	33.34