Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0595 for 2024-06-14.

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

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2943
Historical Volatility (Parkinson)	0.2533
Implied Volatility (Calls)	0.3027
Implied Volatility (Puts)	0.3189
Implied Volatility (Mean)	0.3108
Put-Call Implied Volatility Ratio	1.0537
Implied Volatility Skew	0.0595
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000
Forward Price	56.40
Call Breakeven Price	69.42
Put Breakeven Price	--
Option Breakeven Price	69.42