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.

Manchester United Ltd. (MANU) had 30-Day Implied Volatility Skew of -0.2376 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)	0.2392
Historical Volatility (Parkinson)	0.2497
Implied Volatility (Calls)	0.7893
Implied Volatility (Puts)	0.6814
Implied Volatility (Mean)	0.7354
Put-Call Implied Volatility Ratio	0.8633
Implied Volatility Skew	-0.2376
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	4.7194
Forward Price	16.07
Call Breakeven Price	17.93
Put Breakeven Price	12.48
Option Breakeven Price	14.00