Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0023 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)	0.2947
Historical Volatility (Parkinson)	0.2387
Implied Volatility (Calls)	0.2638
Implied Volatility (Puts)	0.2900
Implied Volatility (Mean)	0.2769
Put-Call Implied Volatility Ratio	1.0995
Implied Volatility Skew	0.0023
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.0609
Forward Price	320.52
Call Breakeven Price	327.06
Put Breakeven Price	216.80
Option Breakeven Price	272.48