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.

Insteel Industries, Inc. (IIIN) had 30-Day Implied Volatility Skew of 0.1384 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4348
Historical Volatility (Parkinson)	0.3710
Implied Volatility (Calls)	0.6089
Implied Volatility (Puts)	0.4480
Implied Volatility (Mean)	0.5284
Put-Call Implied Volatility Ratio	0.7358
Implied Volatility Skew	0.1384
Option Statistics
Put-Call Ratio (Volume)	0.0315
Put-Call Ratio (Open Interest)	0.5823
Forward Price	29.15
Call Breakeven Price	30.88
Put Breakeven Price	25.02
Option Breakeven Price	28.60

Data from Quantcha