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.

Matson, Inc. (MATX) 30-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)	0.2618
Historical Volatility (Parkinson)	0.2585
Implied Volatility (Calls)	0.3009
Implied Volatility (Puts)	0.2850
Implied Volatility (Mean)	0.2930
Put-Call Implied Volatility Ratio	0.9470
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6214
Put-Call Ratio (Open Interest)	1.2232
Forward Price	115.91
Call Breakeven Price	127.28
Put Breakeven Price	94.64
Option Breakeven Price	111.74