Implied Volatility Skew (150-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) had 150-Day Implied Volatility Skew of 0.0840 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)	0.3543
Historical Volatility (Parkinson)	0.3045
Implied Volatility (Calls)	0.4230
Implied Volatility (Puts)	0.4380
Implied Volatility (Mean)	0.4305
Put-Call Implied Volatility Ratio	1.0354
Implied Volatility Skew	0.0840
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2233
Forward Price	32.37
Call Breakeven Price	47.70
Put Breakeven Price	27.09
Option Breakeven Price	44.15