Implied Volatility (Puts) (180-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

GSK PLC Sponsored ADR (GSK) had 180-Day Implied Volatility (Puts) of 0.2612 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1680
Historical Volatility (Parkinson)	0.1188
Implied Volatility (Calls)	0.1892
Implied Volatility (Puts)	0.2612
Implied Volatility (Mean)	0.2252
Put-Call Implied Volatility Ratio	1.3802
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0368
Put-Call Ratio (Open Interest)	0.4086
Forward Price	41.17
Call Breakeven Price	44.64
Put Breakeven Price	37.89
Option Breakeven Price	43.24