Implied Volatility Skew (30-Day)

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

Invesco Ltd. (IVZ) 30-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3149
Historical Volatility (Parkinson)	0.2161
Implied Volatility (Calls)	0.2882
Implied Volatility (Puts)	0.2673
Implied Volatility (Mean)	0.2777
Put-Call Implied Volatility Ratio	0.9272
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2787
Put-Call Ratio (Open Interest)	4.1554
Forward Price	16.18
Call Breakeven Price	16.56
Put Breakeven Price	14.19
Option Breakeven Price	14.68