Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.1159 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)	0.2308
Historical Volatility (Parkinson)	0.2187
Implied Volatility (Calls)	0.3363
Implied Volatility (Puts)	0.3808
Implied Volatility (Mean)	0.3585
Put-Call Implied Volatility Ratio	1.1321
Implied Volatility Skew	0.1159
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1116
Forward Price	55.38
Call Breakeven Price	71.14
Put Breakeven Price	55.05
Option Breakeven Price	69.52