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.

Porch Group, Inc. (PRCH) had 60-Day Implied Volatility Skew of 0.1460 for 2024-04-23.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9192
Historical Volatility (Parkinson)	0.9421
Implied Volatility (Calls)	1.7034
Implied Volatility (Puts)	1.0182
Implied Volatility (Mean)	1.3608
Put-Call Implied Volatility Ratio	0.5978
Implied Volatility Skew	0.1460
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0084
Forward Price	3.61
Call Breakeven Price	5.06
Put Breakeven Price	2.09
Option Breakeven Price	5.04