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.

Ituran Location and Control Ltd. (ITRN) had 150-Day Implied Volatility Skew of -0.0037 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2328
Historical Volatility (Parkinson)	0.2657
Implied Volatility (Calls)	0.2518
Implied Volatility (Puts)	0.2989
Implied Volatility (Mean)	0.2754
Put-Call Implied Volatility Ratio	1.1873
Implied Volatility Skew	-0.0037
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7814
Forward Price	26.44
Call Breakeven Price	29.72
Put Breakeven Price	21.83
Option Breakeven Price	26.53