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.

National Energy Services Reunited (NESR) 150-Day Implied Volatility Skew data is not available for 2023-04-27.

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

Figures for 2023-04-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6345
Historical Volatility (Parkinson)	0.6219
Implied Volatility (Calls)	1.2163
Implied Volatility (Puts)	0.7651
Implied Volatility (Mean)	0.9907
Put-Call Implied Volatility Ratio	0.6291
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0308
Forward Price	3.04
Call Breakeven Price	7.49
Put Breakeven Price	2.60
Option Breakeven Price	7.34