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.

The Real Brokerage Inc. (REAX) had 180-Day Implied Volatility Skew of 0.0125 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7702
Historical Volatility (Parkinson)	0.8368
Implied Volatility (Calls)	0.8038
Implied Volatility (Puts)	0.8278
Implied Volatility (Mean)	0.8158
Put-Call Implied Volatility Ratio	1.0299
Implied Volatility Skew	0.0125
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0501
Forward Price	4.12
Call Breakeven Price	4.87
Put Breakeven Price	2.87
Option Breakeven Price	4.78