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.

Newegg Commerce, Inc. (NEGG) 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)	0.9231
Historical Volatility (Parkinson)	1.0026
Implied Volatility (Calls)	1.9957
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0017
Put-Call Ratio (Open Interest)	0.0461
Forward Price	1.20
Call Breakeven Price	1.86
Put Breakeven Price	0.86
Option Breakeven Price	1.81