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.

Fiverr International (FVRR) had 150-Day Implied Volatility Skew of 0.0318 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)	0.5780
Historical Volatility (Parkinson)	0.4442
Implied Volatility (Calls)	0.5273
Implied Volatility (Puts)	0.5378
Implied Volatility (Mean)	0.5325
Put-Call Implied Volatility Ratio	1.0199
Implied Volatility Skew	0.0318
Option Statistics
Put-Call Ratio (Volume)	0.1043
Put-Call Ratio (Open Interest)	0.5508
Forward Price	25.59
Call Breakeven Price	32.73
Put Breakeven Price	18.80
Option Breakeven Price	27.79