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.

Deutsche Bank Aktiengesellschaft (DB) 30-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)	0.4704
Historical Volatility (Parkinson)	0.1745
Implied Volatility (Calls)	0.1995
Implied Volatility (Puts)	0.4030
Implied Volatility (Mean)	0.3013
Put-Call Implied Volatility Ratio	2.0199
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	3.5050
Forward Price	15.90
Call Breakeven Price	17.63
Put Breakeven Price	15.42
Option Breakeven Price	15.92