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.

Rocket Lab USA, Inc. (RKLB) had 120-Day Implied Volatility Skew of 0.0024 for 2024-06-13.

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

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4180
Historical Volatility (Parkinson)	0.4732
Implied Volatility (Calls)	0.6007
Implied Volatility (Puts)	0.6025
Implied Volatility (Mean)	0.6016
Put-Call Implied Volatility Ratio	1.0030
Implied Volatility Skew	0.0024
Option Statistics
Put-Call Ratio (Volume)	0.5439
Put-Call Ratio (Open Interest)	0.8998
Forward Price	4.63
Call Breakeven Price	5.97
Put Breakeven Price	3.65
Option Breakeven Price	4.87