Implied Volatility Skew (20-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) 20-Day Implied Volatility Skew data is not available for 2024-06-14.

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Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2336
Historical Volatility (Parkinson)	0.2132
Implied Volatility (Calls)	0.5767
Implied Volatility (Puts)	0.6144
Implied Volatility (Mean)	0.5956
Put-Call Implied Volatility Ratio	1.0654
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1786
Forward Price	55.15
Call Breakeven Price	65.88
Put Breakeven Price	53.76
Option Breakeven Price	64.12