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.

Grifols, S.A. (GRFS) had 90-Day Implied Volatility Skew of 0.1448 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)	0.8897
Historical Volatility (Parkinson)	0.7209
Implied Volatility (Calls)	0.8246
Implied Volatility (Puts)	1.5021
Implied Volatility (Mean)	1.1634
Put-Call Implied Volatility Ratio	1.8215
Implied Volatility Skew	0.1448
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3314
Forward Price	6.80
Call Breakeven Price	11.15
Put Breakeven Price	4.67
Option Breakeven Price	9.54