Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

LTC Properties, Inc. (LTC) 120-Day Implied Volatility Skew data is not available for 2024-05-24.

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Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1670
Historical Volatility (Parkinson)	0.1459
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.2374
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3932
Forward Price	34.05
Call Breakeven Price	36.39
Put Breakeven Price	26.71
Option Breakeven Price	33.67