Implied Volatility (Puts) (20-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

Paysafe Limited (PSFE) had 20-Day Implied Volatility (Puts) of 0.4496 for 2024-05-31.

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

Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8274
Historical Volatility (Parkinson)	0.4190
Implied Volatility (Calls)	0.4762
Implied Volatility (Puts)	0.4496
Implied Volatility (Mean)	0.4629
Put-Call Implied Volatility Ratio	0.9440
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2857
Put-Call Ratio (Open Interest)	0.1507
Forward Price	18.28
Call Breakeven Price	21.03
Put Breakeven Price	16.32
Option Breakeven Price	20.41