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.

Praxis Precision Medicines, Inc. (PRAX) had 10-Day Implied Volatility Skew of 0.1722 for 2024-04-30.

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

Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4321
Historical Volatility (Parkinson)	0.7396
Implied Volatility (Calls)	1.0834
Implied Volatility (Puts)	1.0395
Implied Volatility (Mean)	1.0615
Put-Call Implied Volatility Ratio	0.9594
Implied Volatility Skew	0.1722
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0310
Forward Price	55.21
Call Breakeven Price	60.32
Put Breakeven Price	31.75
Option Breakeven Price	59.46