Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.1171 for 2023-03-24.

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

Figures for 2023-03-24

Volatility Metrics
Historical Volatility (Close-to-Close)	1.4745
Historical Volatility (Parkinson)	0.7478
Implied Volatility (Calls)	0.4460
Implied Volatility (Puts)	0.4741
Implied Volatility (Mean)	0.4601
Put-Call Implied Volatility Ratio	1.0630
Implied Volatility Skew	0.1171
Option Statistics
Put-Call Ratio (Volume)	1.2340
Put-Call Ratio (Open Interest)	1.2772
Forward Price	8.95
Call Breakeven Price	9.90
Put Breakeven Price	7.60
Option Breakeven Price	8.61