Implied Volatility Skew (90-Day)

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

Eastman Kodak Company (KODK) 90-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)	1.0107
Historical Volatility (Parkinson)	0.7897
Implied Volatility (Calls)	0.8687
Implied Volatility (Puts)	0.6679
Implied Volatility (Mean)	0.7683
Put-Call Implied Volatility Ratio	0.7688
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0515
Put-Call Ratio (Open Interest)	0.3773
Forward Price	5.29
Call Breakeven Price	7.07
Put Breakeven Price	3.50
Option Breakeven Price	6.07