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.

Science Applications International Corporation (SAIC) 30-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1414
Historical Volatility (Parkinson)	0.1554
Implied Volatility (Calls)	0.3137
Implied Volatility (Puts)	0.3246
Implied Volatility (Mean)	0.3191
Put-Call Implied Volatility Ratio	1.0348
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3314
Put-Call Ratio (Open Interest)	0.2895
Forward Price	137.40
Call Breakeven Price	145.73
Put Breakeven Price	118.07
Option Breakeven Price	139.63