Implied Volatility Skew (150-Day)

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

QCR Holdings, Inc. (QCRH) had 150-Day Implied Volatility Skew of 0.0311 for 2024-05-21.

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

Figures for 2024-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3070
Historical Volatility (Parkinson)	0.2567
Implied Volatility (Calls)	0.2717
Implied Volatility (Puts)	0.3127
Implied Volatility (Mean)	0.2922
Put-Call Implied Volatility Ratio	1.1508
Implied Volatility Skew	0.0311
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000
Forward Price	60.12
Call Breakeven Price	69.45
Put Breakeven Price	--
Option Breakeven Price	69.45