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.

Lucid Group, Inc. (LCID) had 30-Day Implied Volatility Skew of -0.0127 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5432
Historical Volatility (Parkinson)	0.6173
Implied Volatility (Calls)	0.9251
Implied Volatility (Puts)	1.1341
Implied Volatility (Mean)	1.0296
Put-Call Implied Volatility Ratio	1.2259
Implied Volatility Skew	-0.0127
Option Statistics
Put-Call Ratio (Volume)	0.3083
Put-Call Ratio (Open Interest)	1.3167
Forward Price	2.38
Call Breakeven Price	5.25
Put Breakeven Price	2.21
Option Breakeven Price	3.52