Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0220 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)	0.2089
Historical Volatility (Parkinson)	0.2128
Implied Volatility (Calls)	0.2777
Implied Volatility (Puts)	0.2885
Implied Volatility (Mean)	0.2831
Put-Call Implied Volatility Ratio	1.0389
Implied Volatility Skew	0.0220
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.7727
Forward Price	105.32
Call Breakeven Price	125.33
Put Breakeven Price	97.04
Option Breakeven Price	113.00