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.

Ituran Location and Control Ltd. (ITRN) had 180-Day Implied Volatility Skew of -0.0179 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2465
Historical Volatility (Parkinson)	0.2593
Implied Volatility (Calls)	0.2144
Implied Volatility (Puts)	0.2916
Implied Volatility (Mean)	0.2530
Put-Call Implied Volatility Ratio	1.3600
Implied Volatility Skew	-0.0179
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3626
Forward Price	27.21
Call Breakeven Price	28.53
Put Breakeven Price	22.24
Option Breakeven Price	27.74