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.

Repligen Corporation (RGEN) had 20-Day Implied Volatility Skew of -0.0587 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5127
Historical Volatility (Parkinson)	0.4340
Implied Volatility (Calls)	0.3632
Implied Volatility (Puts)	0.3775
Implied Volatility (Mean)	0.3704
Put-Call Implied Volatility Ratio	1.0392
Implied Volatility Skew	-0.0587
Option Statistics
Put-Call Ratio (Volume)	0.2762
Put-Call Ratio (Open Interest)	0.3374
Forward Price	166.66
Call Breakeven Price	211.34
Put Breakeven Price	149.13
Option Breakeven Price	196.59