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 2024-04-25.

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Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2091
Historical Volatility (Parkinson)	0.1822
Implied Volatility (Calls)	0.2854
Implied Volatility (Puts)	0.2902
Implied Volatility (Mean)	0.2878
Put-Call Implied Volatility Ratio	1.0170
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1538
Put-Call Ratio (Open Interest)	0.3518
Forward Price	30.22
Call Breakeven Price	32.16
Put Breakeven Price	28.80
Option Breakeven Price	31.29