Implied Volatility Skew (120-Day)

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

Ituran Location and Control Ltd. (ITRN) had 120-Day Implied Volatility Skew of -0.0112 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2483
Historical Volatility (Parkinson)	0.2413
Implied Volatility (Calls)	0.2488
Implied Volatility (Puts)	0.2996
Implied Volatility (Mean)	0.2742
Put-Call Implied Volatility Ratio	1.2042
Implied Volatility Skew	-0.0112
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.0962
Forward Price	25.42
Call Breakeven Price	30.31
Put Breakeven Price	21.78
Option Breakeven Price	25.86