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.

Sea Limited Sponsored ADR (SE) had 60-Day Implied Volatility Skew of -0.0217 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)	0.4258
Historical Volatility (Parkinson)	0.3988
Implied Volatility (Calls)	0.3925
Implied Volatility (Puts)	0.3982
Implied Volatility (Mean)	0.3953
Put-Call Implied Volatility Ratio	1.0145
Implied Volatility Skew	-0.0217
Option Statistics
Put-Call Ratio (Volume)	0.3778
Put-Call Ratio (Open Interest)	0.9451
Forward Price	72.01
Call Breakeven Price	77.89
Put Breakeven Price	60.32
Option Breakeven Price	69.35