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.

Lakeland Financial Corporation (LKFN) had 180-Day Implied Volatility Skew of 0.0184 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3420
Historical Volatility (Parkinson)	0.2975
Implied Volatility (Calls)	0.2926
Implied Volatility (Puts)	0.3353
Implied Volatility (Mean)	0.3140
Put-Call Implied Volatility Ratio	1.1461
Implied Volatility Skew	0.0184
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	3.7500
Forward Price	63.72
Call Breakeven Price	67.33
Put Breakeven Price	37.60
Option Breakeven Price	43.86