Implied Volatility Skew (150-Day)

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

Ericsson (ERIC) 150-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)	0.2954
Historical Volatility (Parkinson)	0.2007
Implied Volatility (Calls)	0.2941
Implied Volatility (Puts)	0.3389
Implied Volatility (Mean)	0.3165
Put-Call Implied Volatility Ratio	1.1523
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.8374
Forward Price	5.20
Call Breakeven Price	5.94
Put Breakeven Price	4.78
Option Breakeven Price	5.42