Implied Volatility Skew (150-Day)

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

Sandstorm Gold Ltd (SAND) had 150-Day Implied Volatility Skew of -0.0209 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3960
Historical Volatility (Parkinson)	0.3345
Implied Volatility (Calls)	0.3867
Implied Volatility (Puts)	0.4089
Implied Volatility (Mean)	0.3978
Put-Call Implied Volatility Ratio	1.0577
Implied Volatility Skew	-0.0209
Option Statistics
Put-Call Ratio (Volume)	0.8050
Put-Call Ratio (Open Interest)	0.1542
Forward Price	5.63
Call Breakeven Price	6.76
Put Breakeven Price	4.57
Option Breakeven Price	6.47