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.

Gray Television, Inc. (GTN) had 20-Day Implied Volatility Skew of 0.1106 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3644
Historical Volatility (Parkinson)	0.3220
Implied Volatility (Calls)	0.6776
Implied Volatility (Puts)	0.6884
Implied Volatility (Mean)	0.6830
Put-Call Implied Volatility Ratio	1.0160
Implied Volatility Skew	0.1106
Option Statistics
Put-Call Ratio (Volume)	0.1500
Put-Call Ratio (Open Interest)	0.2086
Forward Price	6.04
Call Breakeven Price	10.47
Put Breakeven Price	5.34
Option Breakeven Price	9.59