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.

Sinclair, Inc. (SBGI) had 150-Day Implied Volatility Skew of 0.0022 for 2024-04-30.

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

Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6728
Historical Volatility (Parkinson)	0.5601
Implied Volatility (Calls)	0.5372
Implied Volatility (Puts)	0.6950
Implied Volatility (Mean)	0.6161
Put-Call Implied Volatility Ratio	1.2937
Implied Volatility Skew	0.0022
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.4899
Forward Price	12.10
Call Breakeven Price	16.94
Put Breakeven Price	8.02
Option Breakeven Price	11.88