Implied Volatility Skew (60-Day)

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

SPDR Gold Shares (GLD) had 60-Day Implied Volatility Skew of -0.0593 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)	0.1565
Historical Volatility (Parkinson)	0.1249
Implied Volatility (Calls)	0.1417
Implied Volatility (Puts)	0.1490
Implied Volatility (Mean)	0.1454
Put-Call Implied Volatility Ratio	1.0516
Implied Volatility Skew	-0.0593
Option Statistics
Put-Call Ratio (Volume)	2.0083
Put-Call Ratio (Open Interest)	0.9253
Forward Price	221.73
Call Breakeven Price	231.36
Put Breakeven Price	191.55
Option Breakeven Price	212.29