Implied Volatility Skew (10-Day)

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

HP Inc. (HPQ) 10-Day Implied Volatility Skew data is not available 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)	0.1130
Historical Volatility (Parkinson)	0.2112
Implied Volatility (Calls)	0.2541
Implied Volatility (Puts)	0.2853
Implied Volatility (Mean)	0.2697
Put-Call Implied Volatility Ratio	1.1230
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	3.2799
Put-Call Ratio (Open Interest)	0.9444
Forward Price	28.10
Call Breakeven Price	29.40
Put Breakeven Price	27.39
Option Breakeven Price	28.40