Implied Volatility Skew (150-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

RELX PLC (RELX) 150-Day Implied Volatility Skew data is not available for 2024-04-17.

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Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1659
Historical Volatility (Parkinson)	0.0897
Implied Volatility (Calls)	0.1696
Implied Volatility (Puts)	0.2660
Implied Volatility (Mean)	0.2178
Put-Call Implied Volatility Ratio	1.5681
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2175
Forward Price	41.43
Call Breakeven Price	48.64
Put Breakeven Price	36.52
Option Breakeven Price	46.77