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.

RELX PLC (RELX) had 180-Day Implied Volatility Skew of 0.0359 for 2022-12-07.

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

Figures for 2022-12-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2640
Historical Volatility (Parkinson)	0.1541
Implied Volatility (Calls)	0.2878
Implied Volatility (Puts)	0.3077
Implied Volatility (Mean)	0.2977
Put-Call Implied Volatility Ratio	1.0691
Implied Volatility Skew	0.0359
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0371
Forward Price	30.08
Call Breakeven Price	31.77
Put Breakeven Price	24.22
Option Breakeven Price	31.73

Data from Quantcha