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.

The ODP Corporation (ODP) 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)	0.6907
Historical Volatility (Parkinson)	0.4040
Implied Volatility (Calls)	0.5248
Implied Volatility (Puts)	0.5911
Implied Volatility (Mean)	0.5580
Put-Call Implied Volatility Ratio	1.1264
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	3.0381
Put-Call Ratio (Open Interest)	0.3289
Forward Price	41.01
Call Breakeven Price	59.41
Put Breakeven Price	39.25
Option Breakeven Price	54.64