Implied Volatility Skew (20-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Groupon, Inc. (GRPN) had 20-Day Implied Volatility Skew of 0.0384 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)	1.2112
Historical Volatility (Parkinson)	0.8506
Implied Volatility (Calls)	0.6643
Implied Volatility (Puts)	0.6900
Implied Volatility (Mean)	0.6771
Put-Call Implied Volatility Ratio	1.0386
Implied Volatility Skew	0.0384
Option Statistics
Put-Call Ratio (Volume)	5.8095
Put-Call Ratio (Open Interest)	2.5866
Forward Price	16.41
Call Breakeven Price	16.97
Put Breakeven Price	11.38
Option Breakeven Price	12.94