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.

Praxis Precision Medicines, Inc. (PRAX) had 150-Day Implied Volatility Skew of 0.0160 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)	0.9863
Historical Volatility (Parkinson)	0.9613
Implied Volatility (Calls)	1.1561
Implied Volatility (Puts)	1.1411
Implied Volatility (Mean)	1.1486
Put-Call Implied Volatility Ratio	0.9870
Implied Volatility Skew	0.0160
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4772
Forward Price	56.60
Call Breakeven Price	69.41
Put Breakeven Price	28.50
Option Breakeven Price	56.60