Implied Volatility Skew (10-Day)

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

SunPower Corporation (SPWR) 10-Day Implied Volatility Skew data is not available 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)	3.6437
Historical Volatility (Parkinson)	1.7761
Implied Volatility (Calls)	1.8750
Implied Volatility (Puts)	1.9697
Implied Volatility (Mean)	1.9223
Put-Call Implied Volatility Ratio	1.0505
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2110
Put-Call Ratio (Open Interest)	1.0036
Forward Price	3.25
Call Breakeven Price	4.54
Put Breakeven Price	2.28
Option Breakeven Price	3.41