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.

Repligen Corporation (RGEN) had 150-Day Implied Volatility Skew of 0.0200 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3623
Historical Volatility (Parkinson)	0.3354
Implied Volatility (Calls)	0.4084
Implied Volatility (Puts)	0.3993
Implied Volatility (Mean)	0.4038
Put-Call Implied Volatility Ratio	0.9779
Implied Volatility Skew	0.0200
Option Statistics
Put-Call Ratio (Volume)	0.9396
Put-Call Ratio (Open Interest)	0.1106
Forward Price	175.25
Call Breakeven Price	246.56
Put Breakeven Price	132.92
Option Breakeven Price	235.83