Implied Volatility Skew (150-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

ProAssurance Corporation (PRA) had 150-Day Implied Volatility Skew of 0.0469 for 2024-06-13.

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

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3873
Historical Volatility (Parkinson)	0.3153
Implied Volatility (Calls)	0.5019
Implied Volatility (Puts)	0.3667
Implied Volatility (Mean)	0.4343
Put-Call Implied Volatility Ratio	0.7308
Implied Volatility Skew	0.0469
Option Statistics
Put-Call Ratio (Volume)	0.1000
Put-Call Ratio (Open Interest)	1.4722
Forward Price	13.27
Call Breakeven Price	15.74
Put Breakeven Price	9.88
Option Breakeven Price	12.25