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.

Kronos Worldwide Inc (KRO) had 180-Day Implied Volatility Skew of 0.0237 for 2024-06-13.

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

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4347
Historical Volatility (Parkinson)	0.3381
Implied Volatility (Calls)	0.3029
Implied Volatility (Puts)	0.3404
Implied Volatility (Mean)	0.3216
Put-Call Implied Volatility Ratio	1.1237
Implied Volatility Skew	0.0237
Option Statistics
Put-Call Ratio (Volume)	0.1818
Put-Call Ratio (Open Interest)	0.0098
Forward Price	14.49
Call Breakeven Price	15.41
Put Breakeven Price	8.73
Option Breakeven Price	15.35