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.

Domo, Inc. (DOMO) 30-Day Implied Volatility Skew data is not available for 2024-04-19.

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Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2896
Historical Volatility (Parkinson)	0.4005
Implied Volatility (Calls)	0.4385
Implied Volatility (Puts)	0.4046
Implied Volatility (Mean)	0.4216
Put-Call Implied Volatility Ratio	0.9226
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0614
Put-Call Ratio (Open Interest)	89.3228
Forward Price	7.76
Call Breakeven Price	10.79
Put Breakeven Price	7.45
Option Breakeven Price	7.99