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.

iShares MSCI Emerging Markets ETF (EEM) 30-Day Implied Volatility Skew data is not available for 2024-04-22.

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

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1287
Historical Volatility (Parkinson)	0.0807
Implied Volatility (Calls)	0.1686
Implied Volatility (Puts)	0.1641
Implied Volatility (Mean)	0.1663
Put-Call Implied Volatility Ratio	0.9732
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	5.5576
Put-Call Ratio (Open Interest)	0.7120
Forward Price	40.34
Call Breakeven Price	42.37
Put Breakeven Price	38.79
Option Breakeven Price	40.91