Implied Volatility Skew (20-Day)

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

Rayonier Inc. (RYN) 20-Day Implied Volatility Skew data is not available for 2023-03-24.

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Figures for 2023-03-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2894
Historical Volatility (Parkinson)	0.2729
Implied Volatility (Calls)	0.3182
Implied Volatility (Puts)	0.3437
Implied Volatility (Mean)	0.3309
Put-Call Implied Volatility Ratio	1.0800
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0373
Forward Price	32.12
Call Breakeven Price	35.17
Put Breakeven Price	30.21
Option Breakeven Price	35.00