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.

Extreme Networks, Inc. (EXTR) had 150-Day Implied Volatility Skew of 0.0278 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4717
Historical Volatility (Parkinson)	0.3294
Implied Volatility (Calls)	0.4724
Implied Volatility (Puts)	0.4430
Implied Volatility (Mean)	0.4577
Put-Call Implied Volatility Ratio	0.9377
Implied Volatility Skew	0.0278
Option Statistics
Put-Call Ratio (Volume)	0.2930
Put-Call Ratio (Open Interest)	0.6310
Forward Price	12.33
Call Breakeven Price	15.35
Put Breakeven Price	9.71
Option Breakeven Price	13.17