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.

Group 1 Automotive, Inc. (GPI) had 60-Day Implied Volatility Skew of 0.0002 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)	0.3120
Historical Volatility (Parkinson)	0.2508
Implied Volatility (Calls)	0.2537
Implied Volatility (Puts)	0.2795
Implied Volatility (Mean)	0.2666
Put-Call Implied Volatility Ratio	1.1015
Implied Volatility Skew	0.0002
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	1.3495
Forward Price	319.46
Call Breakeven Price	324.21
Put Breakeven Price	216.50
Option Breakeven Price	271.67