Implied Volatility Skew (20-Day)

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

SEI Investments Company (SEIC) 20-Day Implied Volatility Skew data is not available for 2024-05-09.

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Figures for 2024-05-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1008
Historical Volatility (Parkinson)	0.1421
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.2909
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	3.6132
Forward Price	68.22
Call Breakeven Price	70.46
Put Breakeven Price	61.54
Option Breakeven Price	63.70