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.

Groupon, Inc. (GRPN) had 30-Day Implied Volatility Skew of -0.2124 for 2024-05-01.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7382
Historical Volatility (Parkinson)	0.7083
Implied Volatility (Calls)	1.1121
Implied Volatility (Puts)	1.1548
Implied Volatility (Mean)	1.1335
Put-Call Implied Volatility Ratio	1.0384
Implied Volatility Skew	-0.2124
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1673
Forward Price	11.11
Call Breakeven Price	12.54
Put Breakeven Price	8.56
Option Breakeven Price	11.97