Implied Volatility Skew (150-Day)

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

Rayonier Inc. (RYN) had 150-Day Implied Volatility Skew of 0.0265 for 2023-03-27.

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

Figures for 2023-03-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2883
Historical Volatility (Parkinson)	0.2414
Implied Volatility (Calls)	0.2723
Implied Volatility (Puts)	0.3120
Implied Volatility (Mean)	0.2922
Put-Call Implied Volatility Ratio	1.1457
Implied Volatility Skew	0.0265
Option Statistics
Put-Call Ratio (Volume)	0.6000
Put-Call Ratio (Open Interest)	2.1412
Forward Price	32.63
Call Breakeven Price	40.11
Put Breakeven Price	28.66
Option Breakeven Price	32.36