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.

Rumble Inc. (RUM) had 30-Day Implied Volatility Skew of -0.1102 for 2024-05-15.

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Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3727
Historical Volatility (Parkinson)	0.5001
Implied Volatility (Calls)	0.6242
Implied Volatility (Puts)	0.8560
Implied Volatility (Mean)	0.7401
Put-Call Implied Volatility Ratio	1.3714
Implied Volatility Skew	-0.1102
Option Statistics
Put-Call Ratio (Volume)	0.1316
Put-Call Ratio (Open Interest)	0.0143
Forward Price	7.00
Call Breakeven Price	8.35
Put Breakeven Price	5.72
Option Breakeven Price	8.31