Implied Volatility Skew (10-Day)

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

Sea Limited Sponsored ADR (SE) 10-Day Implied Volatility Skew data is not available for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3846
Historical Volatility (Parkinson)	0.4635
Implied Volatility (Calls)	0.4037
Implied Volatility (Puts)	0.4215
Implied Volatility (Mean)	0.4126
Put-Call Implied Volatility Ratio	1.0439
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5143
Put-Call Ratio (Open Interest)	0.6368
Forward Price	71.44
Call Breakeven Price	74.28
Put Breakeven Price	58.55
Option Breakeven Price	68.42