Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0518 for 2024-05-06.

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

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7584
Historical Volatility (Parkinson)	0.8475
Implied Volatility (Calls)	0.8234
Implied Volatility (Puts)	0.8146
Implied Volatility (Mean)	0.8190
Put-Call Implied Volatility Ratio	0.9894
Implied Volatility Skew	0.0518
Option Statistics
Put-Call Ratio (Volume)	0.0651
Put-Call Ratio (Open Interest)	0.0619
Forward Price	4.24
Call Breakeven Price	5.33
Put Breakeven Price	2.59
Option Breakeven Price	5.17