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.

New York Community Bancorp, Inc. (NYCB) had 150-Day Implied Volatility Skew of 0.0482 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6807
Historical Volatility (Parkinson)	0.4820
Implied Volatility (Calls)	0.3612
Implied Volatility (Puts)	0.4550
Implied Volatility (Mean)	0.4081
Put-Call Implied Volatility Ratio	1.2594
Implied Volatility Skew	0.0482
Option Statistics
Put-Call Ratio (Volume)	0.4096
Put-Call Ratio (Open Interest)	0.9455
Forward Price	10.47
Call Breakeven Price	12.09
Put Breakeven Price	7.73
Option Breakeven Price	10.00