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.

Old Second Bancorp, Inc. (OSBC) had 180-Day Implied Volatility Skew of 0.1076 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2642
Historical Volatility (Parkinson)	0.2747
Implied Volatility (Calls)	0.2578
Implied Volatility (Puts)	0.3272
Implied Volatility (Mean)	0.2925
Put-Call Implied Volatility Ratio	1.2694
Implied Volatility Skew	0.1076
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.1935
Forward Price	14.91
Call Breakeven Price	16.58
Put Breakeven Price	10.98
Option Breakeven Price	11.72