Implied Volatility Skew (120-Day)

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

HSBC Holdings plc (HSBC) had 120-Day Implied Volatility Skew of -0.0362 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2347
Historical Volatility (Parkinson)	0.1046
Implied Volatility (Calls)	0.1738
Implied Volatility (Puts)	0.2146
Implied Volatility (Mean)	0.1942
Put-Call Implied Volatility Ratio	1.2350
Implied Volatility Skew	-0.0362
Option Statistics
Put-Call Ratio (Volume)	0.0370
Put-Call Ratio (Open Interest)	10.5662
Forward Price	44.81
Call Breakeven Price	49.13
Put Breakeven Price	30.86
Option Breakeven Price	32.44