Implied Volatility Skew (10-Day)

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

GameStop Corp. (GME) had 10-Day Implied Volatility Skew of -0.2022 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5170
Historical Volatility (Parkinson)	0.4616
Implied Volatility (Calls)	0.8314
Implied Volatility (Puts)	0.9060
Implied Volatility (Mean)	0.8687
Put-Call Implied Volatility Ratio	1.0898
Implied Volatility Skew	-0.2022
Option Statistics
Put-Call Ratio (Volume)	0.1524
Put-Call Ratio (Open Interest)	0.1410
Forward Price	11.16
Call Breakeven Price	14.10
Put Breakeven Price	9.81
Option Breakeven Price	13.57