Implied Volatility Skew (20-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) 20-Day Implied Volatility Skew data is not available for 2024-04-24.

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Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4330
Historical Volatility (Parkinson)	0.5245
Implied Volatility (Calls)	0.9278
Implied Volatility (Puts)	1.2087
Implied Volatility (Mean)	1.0682
Put-Call Implied Volatility Ratio	1.3028
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6209
Put-Call Ratio (Open Interest)	1.0265
Forward Price	2.49
Call Breakeven Price	4.46
Put Breakeven Price	2.28
Option Breakeven Price	3.32