Implied Volatility Skew (10-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Ross Stores, Inc. (ROST) had 10-Day Implied Volatility Skew of 0.0149 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1459
Historical Volatility (Parkinson)	0.1625
Implied Volatility (Calls)	0.4742
Implied Volatility (Puts)	0.4784
Implied Volatility (Mean)	0.4763
Put-Call Implied Volatility Ratio	1.0089
Implied Volatility Skew	0.0149
Option Statistics
Put-Call Ratio (Volume)	1.6197
Put-Call Ratio (Open Interest)	0.5277
Forward Price	134.50
Call Breakeven Price	142.67
Put Breakeven Price	124.92
Option Breakeven Price	136.43