Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0492 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2558
Historical Volatility (Parkinson)	0.1588
Implied Volatility (Calls)	0.2897
Implied Volatility (Puts)	0.2860
Implied Volatility (Mean)	0.2879
Put-Call Implied Volatility Ratio	0.9873
Implied Volatility Skew	0.0492
Option Statistics
Put-Call Ratio (Volume)	0.3162
Put-Call Ratio (Open Interest)	0.5716
Forward Price	67.10
Call Breakeven Price	69.93
Put Breakeven Price	61.00
Option Breakeven Price	66.70