Implied Volatility Skew (150-Day)

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

Domo, Inc. (DOMO) 150-Day Implied Volatility Skew data is not available for 2024-04-26.

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Figures for 2024-04-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5306
Historical Volatility (Parkinson)	0.4958
Implied Volatility (Calls)	0.4687
Implied Volatility (Puts)	0.5036
Implied Volatility (Mean)	0.4862
Put-Call Implied Volatility Ratio	1.0745
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	15.0028
Forward Price	7.69
Call Breakeven Price	11.29
Put Breakeven Price	6.38
Option Breakeven Price	6.70