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.

Invesco Ltd. (IVZ) 120-Day Implied Volatility Skew data is not available for 2024-06-13.

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Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2690
Historical Volatility (Parkinson)	0.2273
Implied Volatility (Calls)	0.2450
Implied Volatility (Puts)	0.2982
Implied Volatility (Mean)	0.2716
Put-Call Implied Volatility Ratio	1.2175
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	4.8523
Put-Call Ratio (Open Interest)	4.4569
Forward Price	14.91
Call Breakeven Price	16.88
Put Breakeven Price	13.48
Option Breakeven Price	14.14