Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0281 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4821
Historical Volatility (Parkinson)	0.4068
Implied Volatility (Calls)	0.6984
Implied Volatility (Puts)	0.7770
Implied Volatility (Mean)	0.7377
Put-Call Implied Volatility Ratio	1.1126
Implied Volatility Skew	0.0281
Option Statistics
Put-Call Ratio (Volume)	5.4195
Put-Call Ratio (Open Interest)	0.6360
Forward Price	62.41
Call Breakeven Price	68.60
Put Breakeven Price	52.67
Option Breakeven Price	62.41