Implied Volatility Skew (10-Day)

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

PRA Group, Inc. (PRAA) 10-Day Implied Volatility Skew data is not available for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4142
Historical Volatility (Parkinson)	0.3434
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.6431
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1349
Forward Price	24.60
Call Breakeven Price	26.78
Put Breakeven Price	22.60
Option Breakeven Price	26.28