Implied Volatility Skew (180-Day)

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

ING Group, N.V. (ING) 180-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2217
Historical Volatility (Parkinson)	0.1083
Implied Volatility (Calls)	0.1823
Implied Volatility (Puts)	0.2759
Implied Volatility (Mean)	0.2291
Put-Call Implied Volatility Ratio	1.5132
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2727
Put-Call Ratio (Open Interest)	0.0192
Forward Price	17.61
Call Breakeven Price	18.31
Put Breakeven Price	15.01
Option Breakeven Price	18.25