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.

Northern Dynasty Minerals, Ltd. (NAK) 30-Day Implied Volatility Skew data is not available for 2022-11-25.

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Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4325
Historical Volatility (Parkinson)	0.5107
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	19.2879
Put-Call Ratio (Open Interest)	0.1944
Forward Price	0.30
Call Breakeven Price	0.52
Put Breakeven Price	0.24
Option Breakeven Price	0.24

Data from Quantcha