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.

Sea Limited Sponsored ADR (SE) had 150-Day Implied Volatility Skew of 0.0072 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)	0.4316
Historical Volatility (Parkinson)	0.4153
Implied Volatility (Calls)	0.4763
Implied Volatility (Puts)	0.4887
Implied Volatility (Mean)	0.4825
Put-Call Implied Volatility Ratio	1.0260
Implied Volatility Skew	0.0072
Option Statistics
Put-Call Ratio (Volume)	12.2050
Put-Call Ratio (Open Interest)	0.3174
Forward Price	72.80
Call Breakeven Price	84.80
Put Breakeven Price	54.38
Option Breakeven Price	78.54