Implied Volatility Skew (60-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) 60-Day Implied Volatility Skew data is not available for 2024-05-01.

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Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1691
Historical Volatility (Parkinson)	0.1133
Implied Volatility (Calls)	0.1649
Implied Volatility (Puts)	0.2235
Implied Volatility (Mean)	0.1942
Put-Call Implied Volatility Ratio	1.3560
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	5.2067
Put-Call Ratio (Open Interest)	0.7444
Forward Price	42.56
Call Breakeven Price	43.96
Put Breakeven Price	39.49
Option Breakeven Price	42.06