Implied Volatility Skew (30-Day)

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

HP Inc. (HPQ) 30-Day Implied Volatility Skew data is not available for 2024-04-15.

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Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2342
Historical Volatility (Parkinson)	0.1997
Implied Volatility (Calls)	0.2466
Implied Volatility (Puts)	0.2498
Implied Volatility (Mean)	0.2482
Put-Call Implied Volatility Ratio	1.0127
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	3.7785
Put-Call Ratio (Open Interest)	0.4278
Forward Price	28.07
Call Breakeven Price	32.17
Put Breakeven Price	25.87
Option Breakeven Price	30.26