Implied Volatility Skew (150-Day)

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

MercadoLibre, Inc. (MELI) had 150-Day Implied Volatility Skew of 0.0176 for 2024-05-24.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3453
Historical Volatility (Parkinson)	0.2681
Implied Volatility (Calls)	0.3325
Implied Volatility (Puts)	0.3362
Implied Volatility (Mean)	0.3343
Put-Call Implied Volatility Ratio	1.0111
Implied Volatility Skew	0.0176
Option Statistics
Put-Call Ratio (Volume)	1.5289
Put-Call Ratio (Open Interest)	1.1248
Forward Price	1729.26
Call Breakeven Price	1931.61
Put Breakeven Price	1346.40
Option Breakeven Price	1624.59