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.

Aaron's Holdings Company, Inc. (PRG) had 60-Day Implied Volatility Skew of 0.1003 for 2024-05-24.

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

Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3405
Historical Volatility (Parkinson)	0.2980
Implied Volatility (Calls)	0.3395
Implied Volatility (Puts)	0.3369
Implied Volatility (Mean)	0.3382
Put-Call Implied Volatility Ratio	0.9923
Implied Volatility Skew	0.1003
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4802
Forward Price	35.82
Call Breakeven Price	39.43
Put Breakeven Price	27.76
Option Breakeven Price	35.68