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.

PRA Group, Inc. (PRAA) had 150-Day Implied Volatility Skew of 0.0825 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)	0.5323
Historical Volatility (Parkinson)	0.4425
Implied Volatility (Calls)	0.5082
Implied Volatility (Puts)	0.4987
Implied Volatility (Mean)	0.5035
Put-Call Implied Volatility Ratio	0.9814
Implied Volatility Skew	0.0825
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2175
Forward Price	25.30
Call Breakeven Price	29.31
Put Breakeven Price	15.57
Option Breakeven Price	27.59