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.

Park Hotels & Resorts Inc. (PK) had 30-Day Implied Volatility Skew of 0.0988 for 2022-10-05.

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

Figures for 2022-10-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5608
Historical Volatility (Parkinson)	0.4482
Implied Volatility (Calls)	0.5908
Implied Volatility (Puts)	0.6232
Implied Volatility (Mean)	0.6070
Put-Call Implied Volatility Ratio	1.0548
Implied Volatility Skew	0.0988
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.7695
Forward Price	12.45
Call Breakeven Price	13.13
Put Breakeven Price	11.30
Option Breakeven Price	12.49

Data from Quantcha