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.

Insteel Industries, Inc. (IIIN) 10-Day Implied Volatility Skew data is not available for 2024-04-17.

10-Day 20-Day 30-Day 60-Day
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Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3191
Historical Volatility (Parkinson)	0.2524
Implied Volatility (Calls)	0.6406
Implied Volatility (Puts)	0.6503
Implied Volatility (Mean)	0.6455
Put-Call Implied Volatility Ratio	1.0151
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4508
Forward Price	32.77
Call Breakeven Price	36.67
Put Breakeven Price	29.93
Option Breakeven Price	34.58