Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of -0.1181 for 2022-12-07.

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

Figures for 2022-12-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3027
Historical Volatility (Parkinson)	0.2275
Implied Volatility (Calls)	0.3247
Implied Volatility (Puts)	0.5044
Implied Volatility (Mean)	0.4146
Put-Call Implied Volatility Ratio	1.5534
Implied Volatility Skew	-0.1181
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1584
Forward Price	36.31
Call Breakeven Price	35.91
Put Breakeven Price	32.95
Option Breakeven Price	35.81

Data from Quantcha