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.

Las Vegas Sands Corp. (LVS) 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)	0.4118
Historical Volatility (Parkinson)	0.2579
Implied Volatility (Calls)	0.2410
Implied Volatility (Puts)	0.2945
Implied Volatility (Mean)	0.2678
Put-Call Implied Volatility Ratio	1.2222
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5289
Put-Call Ratio (Open Interest)	0.4120
Forward Price	45.75
Call Breakeven Price	52.07
Put Breakeven Price	44.11
Option Breakeven Price	49.70