Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.0224 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)	0.1943
Historical Volatility (Parkinson)	0.1217
Implied Volatility (Calls)	0.6572
Implied Volatility (Puts)	0.2985
Implied Volatility (Mean)	0.4778
Put-Call Implied Volatility Ratio	0.4542
Implied Volatility Skew	0.0224
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1366
Forward Price	29.90
Call Breakeven Price	30.68
Put Breakeven Price	28.72
Option Breakeven Price	30.62

Data from Quantcha