Call Breakeven Price (30-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 30-Day Call Breakeven Price of 570.26 for 2024-07-26.

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Figures for 2024-07-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1358
Historical Volatility (Parkinson)	0.0966
Implied Volatility (Calls)	0.1474
Implied Volatility (Puts)	0.1476
Implied Volatility (Mean)	0.1475
Put-Call Implied Volatility Ratio	1.0014
Implied Volatility Skew	0.0387
Option Statistics
Put-Call Ratio (Volume)	1.0677
Put-Call Ratio (Open Interest)	2.4269
Forward Price	546.83
Call Breakeven Price	570.26
Put Breakeven Price	492.52
Option Breakeven Price	515.26