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.

LXP Industrial Trust (LXP) 30-Day Implied Volatility Skew data is not available for 2024-05-15.

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Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2292
Historical Volatility (Parkinson)	0.2010
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.0882
Forward Price	9.13
Call Breakeven Price	10.54
Put Breakeven Price	8.55
Option Breakeven Price	9.50