Implied Volatility Skew (30-Day)

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

Floor & Decor Holdings, Inc. (FND) had 30-Day Implied Volatility Skew of 0.0312 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3384
Historical Volatility (Parkinson)	0.2739
Implied Volatility (Calls)	0.5507
Implied Volatility (Puts)	0.5625
Implied Volatility (Mean)	0.5566
Put-Call Implied Volatility Ratio	1.0214
Implied Volatility Skew	0.0312
Option Statistics
Put-Call Ratio (Volume)	1.8747
Put-Call Ratio (Open Interest)	2.7543
Forward Price	113.11
Call Breakeven Price	127.88
Put Breakeven Price	97.47
Option Breakeven Price	105.80