Implied Volatility Skew (90-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) 90-Day Implied Volatility Skew data is not available for 2024-05-02.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1396
Historical Volatility (Parkinson)	0.0776
Implied Volatility (Calls)	0.1318
Implied Volatility (Puts)	0.1711
Implied Volatility (Mean)	0.1514
Put-Call Implied Volatility Ratio	1.2986
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7234
Put-Call Ratio (Open Interest)	0.9119
Forward Price	42.33
Call Breakeven Price	43.56
Put Breakeven Price	37.71
Option Breakeven Price	40.83