Implied Volatility Skew (120-Day)

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

GSK PLC Sponsored ADR (GSK) 120-Day Implied Volatility Skew data is not available for 2024-04-25.

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Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1595
Historical Volatility (Parkinson)	0.1232
Implied Volatility (Calls)	0.1955
Implied Volatility (Puts)	0.2471
Implied Volatility (Mean)	0.2213
Put-Call Implied Volatility Ratio	1.2636
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0038
Put-Call Ratio (Open Interest)	1.0863
Forward Price	41.16
Call Breakeven Price	43.99
Put Breakeven Price	38.51
Option Breakeven Price	41.27