Implied Volatility Skew (20-Day)

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

Fidelity National Information Services, Inc. (FIS) 20-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3024
Historical Volatility (Parkinson)	0.2078
Implied Volatility (Calls)	0.1612
Implied Volatility (Puts)	0.1858
Implied Volatility (Mean)	0.1735
Put-Call Implied Volatility Ratio	1.1527
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1025
Put-Call Ratio (Open Interest)	1.2215
Forward Price	77.61
Call Breakeven Price	78.53
Put Breakeven Price	69.09
Option Breakeven Price	73.59