Implied Volatility Skew (120-Day)

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

eBay Inc. (EBAY) had 120-Day Implied Volatility Skew of -0.0139 for 2024-05-20.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2620
Historical Volatility (Parkinson)	0.2102
Implied Volatility (Calls)	0.2196
Implied Volatility (Puts)	0.2642
Implied Volatility (Mean)	0.2419
Put-Call Implied Volatility Ratio	1.2034
Implied Volatility Skew	-0.0139
Option Statistics
Put-Call Ratio (Volume)	4.9383
Put-Call Ratio (Open Interest)	1.0745
Forward Price	51.64
Call Breakeven Price	59.94
Put Breakeven Price	42.06
Option Breakeven Price	50.60