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.

Lucid Group, Inc. (LCID) had 180-Day Implied Volatility Skew of -0.0001 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7742
Historical Volatility (Parkinson)	0.7327
Implied Volatility (Calls)	0.7237
Implied Volatility (Puts)	1.2181
Implied Volatility (Mean)	0.9709
Put-Call Implied Volatility Ratio	1.6832
Implied Volatility Skew	-0.0001
Option Statistics
Put-Call Ratio (Volume)	0.0430
Put-Call Ratio (Open Interest)	1.6235
Forward Price	2.20
Call Breakeven Price	4.95
Put Breakeven Price	1.61
Option Breakeven Price	2.88