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.

Pure Storage, Inc. (PSTG) 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)	0.4024
Historical Volatility (Parkinson)	0.3310
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.5656
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.8887
Put-Call Ratio (Open Interest)	0.6154
Forward Price	59.06
Call Breakeven Price	61.99
Put Breakeven Price	43.87
Option Breakeven Price	55.17