Implied Volatility Skew (90-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) 90-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3181
Historical Volatility (Parkinson)	0.2852
Implied Volatility (Calls)	0.4317
Implied Volatility (Puts)	0.5161
Implied Volatility (Mean)	0.4739
Put-Call Implied Volatility Ratio	1.1955
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	4.9211
Forward Price	16.74
Call Breakeven Price	19.60
Put Breakeven Price	13.41
Option Breakeven Price	14.45