Implied Volatility Skew (180-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) had 180-Day Implied Volatility Skew of -0.0427 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2260
Historical Volatility (Parkinson)	0.1293
Implied Volatility (Calls)	0.2096
Implied Volatility (Puts)	0.3040
Implied Volatility (Mean)	0.2568
Put-Call Implied Volatility Ratio	1.4507
Implied Volatility Skew	-0.0427
Option Statistics
Put-Call Ratio (Volume)	0.0093
Put-Call Ratio (Open Interest)	1.5718
Forward Price	67.82
Call Breakeven Price	78.31
Put Breakeven Price	56.03
Option Breakeven Price	64.73