Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0031 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)	0.4305
Historical Volatility (Parkinson)	0.4412
Implied Volatility (Calls)	0.4855
Implied Volatility (Puts)	0.4801
Implied Volatility (Mean)	0.4828
Put-Call Implied Volatility Ratio	0.9889
Implied Volatility Skew	0.0031
Option Statistics
Put-Call Ratio (Volume)	0.3758
Put-Call Ratio (Open Interest)	1.2216
Forward Price	72.46
Call Breakeven Price	76.00
Put Breakeven Price	44.31
Option Breakeven Price	58.53