Implied Volatility Skew (60-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) had 60-Day Implied Volatility Skew of 0.0304 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)	0.2609
Historical Volatility (Parkinson)	0.1937
Implied Volatility (Calls)	0.2947
Implied Volatility (Puts)	0.3046
Implied Volatility (Mean)	0.2997
Put-Call Implied Volatility Ratio	1.0336
Implied Volatility Skew	0.0304
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.6849
Forward Price	140.92
Call Breakeven Price	152.22
Put Breakeven Price	119.13
Option Breakeven Price	138.80