Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of -0.0692 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8609
Historical Volatility (Parkinson)	0.7138
Implied Volatility (Calls)	1.0524
Implied Volatility (Puts)	1.1320
Implied Volatility (Mean)	1.0922
Put-Call Implied Volatility Ratio	1.0757
Implied Volatility Skew	-0.0692
Option Statistics
Put-Call Ratio (Volume)	0.1968
Put-Call Ratio (Open Interest)	0.4723
Forward Price	16.40
Call Breakeven Price	26.99
Put Breakeven Price	9.16
Option Breakeven Price	21.79