Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.0762 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2473
Historical Volatility (Parkinson)	0.2234
Implied Volatility (Calls)	0.2500
Implied Volatility (Puts)	0.4533
Implied Volatility (Mean)	0.3517
Put-Call Implied Volatility Ratio	1.8130
Implied Volatility Skew	0.0762
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--
Forward Price	--
Call Breakeven Price	--
Put Breakeven Price	--
Option Breakeven Price	--