Put-Call Implied Volatility Ratio (20-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Oshkosh Corporation (OSK) had 20-Day Put-Call Implied Volatility Ratio of 0.9653 for 2024-05-20.

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

Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2612
Historical Volatility (Parkinson)	0.1944
Implied Volatility (Calls)	0.2301
Implied Volatility (Puts)	0.2222
Implied Volatility (Mean)	0.2261
Put-Call Implied Volatility Ratio	0.9653
Implied Volatility Skew	0.0800
Option Statistics
Put-Call Ratio (Volume)	0.0500
Put-Call Ratio (Open Interest)	0.5520
Forward Price	119.42
Call Breakeven Price	123.62
Put Breakeven Price	105.83
Option Breakeven Price	117.29