Call Breakeven Price (20-Day)

Call Breakeven Price: The average price at which a call option position breaks even at expiration, weighted by the open interests of the calls at various strike prices.

SPDR S&P 500 ETF (SPY) had 20-Day Call Breakeven Price of 526.33 for 2024-04-26.

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

Figures for 2024-04-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1295
Historical Volatility (Parkinson)	0.1206
Implied Volatility (Calls)	0.1357
Implied Volatility (Puts)	0.1330
Implied Volatility (Mean)	0.1344
Put-Call Implied Volatility Ratio	0.9804
Implied Volatility Skew	0.0301
Option Statistics
Put-Call Ratio (Volume)	2.7486
Put-Call Ratio (Open Interest)	4.1175
Forward Price	509.88
Call Breakeven Price	526.33
Put Breakeven Price	445.96
Option Breakeven Price	462.76