Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.1208 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)	0.3749
Historical Volatility (Parkinson)	0.3078
Implied Volatility (Calls)	0.5162
Implied Volatility (Puts)	0.4854
Implied Volatility (Mean)	0.5008
Put-Call Implied Volatility Ratio	0.9403
Implied Volatility Skew	0.1208
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0082
Forward Price	32.14
Call Breakeven Price	37.94
Put Breakeven Price	28.20
Option Breakeven Price	37.77