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.

Rio Tinto PLC (RIO) 120-Day Implied Volatility Skew data is not available for 2024-04-25.

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Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2283
Historical Volatility (Parkinson)	0.1343
Implied Volatility (Calls)	0.2353
Implied Volatility (Puts)	0.3075
Implied Volatility (Mean)	0.2714
Put-Call Implied Volatility Ratio	1.3070
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1344
Put-Call Ratio (Open Interest)	1.2992
Forward Price	67.88
Call Breakeven Price	80.50
Put Breakeven Price	57.00
Option Breakeven Price	67.25