Implied Volatility Skew (10-Day)

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

Manchester United Ltd. (MANU) had 10-Day Implied Volatility Skew of -0.1664 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)	0.3225
Historical Volatility (Parkinson)	0.2854
Implied Volatility (Calls)	1.1416
Implied Volatility (Puts)	1.1545
Implied Volatility (Mean)	1.1480
Put-Call Implied Volatility Ratio	1.0113
Implied Volatility Skew	-0.1664
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	6.1003
Forward Price	16.80
Call Breakeven Price	17.74
Put Breakeven Price	12.41
Option Breakeven Price	13.41