Implied Volatility Skew (10-Day)

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

Easterly Government Properties, Inc. (DEA) 10-Day Implied Volatility Skew data is not available for 2024-05-16.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1590
Historical Volatility (Parkinson)	0.1589
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)	0.3705
Forward Price	11.85
Call Breakeven Price	12.75
Put Breakeven Price	9.85
Option Breakeven Price	11.98