Implied Volatility Skew (120-Day)

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

SL Green Realty Corporation (SLG) had 120-Day Implied Volatility Skew of -0.0177 for 2024-05-16.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4354
Historical Volatility (Parkinson)	0.4003
Implied Volatility (Calls)	0.4554
Implied Volatility (Puts)	0.5240
Implied Volatility (Mean)	0.4897
Put-Call Implied Volatility Ratio	1.1506
Implied Volatility Skew	-0.0177
Option Statistics
Put-Call Ratio (Volume)	0.8950
Put-Call Ratio (Open Interest)	4.4362
Forward Price	53.31
Call Breakeven Price	64.59
Put Breakeven Price	44.41
Option Breakeven Price	50.17