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.

Royal Bank Of Canada (RY) had 30-Day Implied Volatility Skew of 0.0424 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1612
Historical Volatility (Parkinson)	0.1403
Implied Volatility (Calls)	0.1784
Implied Volatility (Puts)	0.1926
Implied Volatility (Mean)	0.1855
Put-Call Implied Volatility Ratio	1.0800
Implied Volatility Skew	0.0424
Option Statistics
Put-Call Ratio (Volume)	1.4653
Put-Call Ratio (Open Interest)	3.1540
Forward Price	97.59
Call Breakeven Price	106.45
Put Breakeven Price	90.56
Option Breakeven Price	94.55