Implied Volatility Skew (60-Day)

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

Sinclair, Inc. (SBGI) 60-Day Implied Volatility Skew data is not available for 2024-04-26.

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

Figures for 2024-04-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5695
Historical Volatility (Parkinson)	0.5039
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.6920
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0431
Put-Call Ratio (Open Interest)	0.4069
Forward Price	11.91
Call Breakeven Price	18.02
Put Breakeven Price	9.42
Option Breakeven Price	15.66