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.

New York Community Bancorp, Inc. (NYCB) had 180-Day Implied Volatility Skew of 0.0247 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	1.1523
Historical Volatility (Parkinson)	1.1067
Implied Volatility (Calls)	0.6863
Implied Volatility (Puts)	0.6977
Implied Volatility (Mean)	0.6920
Put-Call Implied Volatility Ratio	1.0166
Implied Volatility Skew	0.0247
Option Statistics
Put-Call Ratio (Volume)	2.8626
Put-Call Ratio (Open Interest)	0.4729
Forward Price	3.02
Call Breakeven Price	5.01
Put Breakeven Price	1.95
Option Breakeven Price	4.03