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 0.1202 for 2024-04-24.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1930
Historical Volatility (Parkinson)	0.1717
Implied Volatility (Calls)	0.2532
Implied Volatility (Puts)	0.2873
Implied Volatility (Mean)	0.2702
Put-Call Implied Volatility Ratio	1.1347
Implied Volatility Skew	0.1202
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2816
Forward Price	30.31
Call Breakeven Price	32.02
Put Breakeven Price	28.85
Option Breakeven Price	31.32