Put-Call Implied Volatility Ratio (120-Day)

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

PRA Group, Inc. (PRAA) had 120-Day Put-Call Implied Volatility Ratio of 0.9953 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5361
Historical Volatility (Parkinson)	0.4406
Implied Volatility (Calls)	0.4874
Implied Volatility (Puts)	0.4851
Implied Volatility (Mean)	0.4863
Put-Call Implied Volatility Ratio	0.9953
Implied Volatility Skew	0.0951
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3301
Forward Price	24.60
Call Breakeven Price	28.77
Put Breakeven Price	16.33
Option Breakeven Price	26.86