Implied Volatility Skew (30-Day)

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

RELX PLC (RELX) 30-Day Implied Volatility Skew data is not available for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1503
Historical Volatility (Parkinson)	0.1070
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.4655
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	3.0000
Forward Price	41.13
Call Breakeven Price	45.40
Put Breakeven Price	39.70
Option Breakeven Price	41.12