Implied Volatility Skew (180-Day)

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

Royal Bank Of Canada (RY) had 180-Day Implied Volatility Skew of 0.0349 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1562
Historical Volatility (Parkinson)	0.1324
Implied Volatility (Calls)	0.1484
Implied Volatility (Puts)	0.2096
Implied Volatility (Mean)	0.1790
Put-Call Implied Volatility Ratio	1.4125
Implied Volatility Skew	0.0349
Option Statistics
Put-Call Ratio (Volume)	0.3175
Put-Call Ratio (Open Interest)	0.8744
Forward Price	100.07
Call Breakeven Price	109.34
Put Breakeven Price	84.89
Option Breakeven Price	97.93