Implied Volatility Skew (120-Day)

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

Ryman Hospitality Properties, Inc. (RHP) had 120-Day Implied Volatility Skew of 0.0178 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2069
Historical Volatility (Parkinson)	0.2027
Implied Volatility (Calls)	0.2571
Implied Volatility (Puts)	0.3104
Implied Volatility (Mean)	0.2837
Put-Call Implied Volatility Ratio	1.2072
Implied Volatility Skew	0.0178
Option Statistics
Put-Call Ratio (Volume)	0.3810
Put-Call Ratio (Open Interest)	17.1683
Forward Price	105.16
Call Breakeven Price	112.38
Put Breakeven Price	95.92
Option Breakeven Price	103.87