Implied Volatility Skew (30-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Paysafe Limited (PSFE) 30-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7092
Historical Volatility (Parkinson)	0.3899
Implied Volatility (Calls)	0.4638
Implied Volatility (Puts)	0.5522
Implied Volatility (Mean)	0.5080
Put-Call Implied Volatility Ratio	1.1906
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2347
Put-Call Ratio (Open Interest)	0.1642
Forward Price	17.87
Call Breakeven Price	20.94
Put Breakeven Price	15.70
Option Breakeven Price	20.20