Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.1940 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)	0.4508
Historical Volatility (Parkinson)	0.3894
Implied Volatility (Calls)	0.5186
Implied Volatility (Puts)	0.5124
Implied Volatility (Mean)	0.5155
Put-Call Implied Volatility Ratio	0.9880
Implied Volatility Skew	0.1940
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.0524
Forward Price	24.94
Call Breakeven Price	29.44
Put Breakeven Price	19.48
Option Breakeven Price	24.77