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.

Ericsson (ERIC) 120-Day Implied Volatility Skew data is not available for 2024-05-02.

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Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3009
Historical Volatility (Parkinson)	0.2052
Implied Volatility (Calls)	0.2999
Implied Volatility (Puts)	0.3258
Implied Volatility (Mean)	0.3129
Put-Call Implied Volatility Ratio	1.0861
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.6075
Forward Price	5.21
Call Breakeven Price	5.89
Put Breakeven Price	4.81
Option Breakeven Price	5.50