Implied Volatility Skew (180-Day)

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

Manulife Financial Corp (MFC) 180-Day Implied Volatility Skew data is not available for 2024-05-20.

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Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2187
Historical Volatility (Parkinson)	0.1610
Implied Volatility (Calls)	0.1493
Implied Volatility (Puts)	0.2771
Implied Volatility (Mean)	0.2132
Put-Call Implied Volatility Ratio	1.8557
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3352
Put-Call Ratio (Open Interest)	0.2476
Forward Price	26.21
Call Breakeven Price	27.56
Put Breakeven Price	22.27
Option Breakeven Price	26.64