Implied Volatility Skew (20-Day)

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

iShares MSCI Emerging Markets ETF (EEM) 20-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)	0.1605
Historical Volatility (Parkinson)	0.0842
Implied Volatility (Calls)	0.1451
Implied Volatility (Puts)	0.1481
Implied Volatility (Mean)	0.1466
Put-Call Implied Volatility Ratio	1.0206
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.4213
Put-Call Ratio (Open Interest)	1.1458
Forward Price	41.28
Call Breakeven Price	42.01
Put Breakeven Price	38.22
Option Breakeven Price	40.00