Option Breakeven Price (20-Day)

Option Breakeven Price: The average price at which an option position breaks even at expiration, weighted by the open interests of all calls and puts.

SPDR S&P 500 ETF (SPY) had 20-Day Option Breakeven Price of 387.17 for 2023-05-26.

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Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1155
Historical Volatility (Parkinson)	0.0907
Implied Volatility (Calls)	0.1407
Implied Volatility (Puts)	0.1602
Implied Volatility (Mean)	0.1505
Put-Call Implied Volatility Ratio	1.1385
Implied Volatility Skew	0.0510
Option Statistics
Put-Call Ratio (Volume)	1.8596
Put-Call Ratio (Open Interest)	2.2472
Forward Price	420.60
Call Breakeven Price	442.71
Put Breakeven Price	362.49
Option Breakeven Price	387.17