Put-Call Implied Volatility Ratio (30-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Lakeland Financial Corporation (LKFN) had 30-Day Put-Call Implied Volatility Ratio of 1.2497 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3437
Historical Volatility (Parkinson)	0.2702
Implied Volatility (Calls)	0.3754
Implied Volatility (Puts)	0.4691
Implied Volatility (Mean)	0.4223
Put-Call Implied Volatility Ratio	1.2497
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.8078
Forward Price	61.11
Call Breakeven Price	66.80
Put Breakeven Price	51.89
Option Breakeven Price	59.35