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.

Ryanair Holdings PLC (RYAAY) 10-Day Implied Volatility Skew data is not available for 2024-04-26.

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

Figures for 2024-04-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2666
Historical Volatility (Parkinson)	0.2457
Implied Volatility (Calls)	0.2676
Implied Volatility (Puts)	0.3076
Implied Volatility (Mean)	0.2876
Put-Call Implied Volatility Ratio	1.1498
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.6224
Forward Price	139.81
Call Breakeven Price	147.93
Put Breakeven Price	137.33
Option Breakeven Price	143.86