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.

RxSight, Inc. (RXST) had 30-Day Implied Volatility Skew of 0.0993 for 2024-05-20.

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

Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5531
Historical Volatility (Parkinson)	0.5361
Implied Volatility (Calls)	0.4304
Implied Volatility (Puts)	0.4549
Implied Volatility (Mean)	0.4427
Put-Call Implied Volatility Ratio	1.0567
Implied Volatility Skew	0.0993
Option Statistics
Put-Call Ratio (Volume)	0.0606
Put-Call Ratio (Open Interest)	0.2404
Forward Price	62.76
Call Breakeven Price	64.84
Put Breakeven Price	52.75
Option Breakeven Price	62.49