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.

GameStop Corp. (GME) had 30-Day Implied Volatility Skew of 0.0745 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)	0.7815
Historical Volatility (Parkinson)	0.5961
Implied Volatility (Calls)	1.6427
Implied Volatility (Puts)	1.6191
Implied Volatility (Mean)	1.6309
Put-Call Implied Volatility Ratio	0.9856
Implied Volatility Skew	0.0745
Option Statistics
Put-Call Ratio (Volume)	0.0341
Put-Call Ratio (Open Interest)	0.9418
Forward Price	12.85
Call Breakeven Price	16.91
Put Breakeven Price	9.20
Option Breakeven Price	13.21