Option Breakeven Price (30-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 30-Day Option Breakeven Price of 378.62 for 2023-06-07.

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Figures for 2023-06-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1155
Historical Volatility (Parkinson)	0.0924
Implied Volatility (Calls)	0.0965
Implied Volatility (Puts)	0.1285
Implied Volatility (Mean)	0.1125
Put-Call Implied Volatility Ratio	1.3314
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.0225
Put-Call Ratio (Open Interest)	5.2621
Forward Price	426.76
Call Breakeven Price	439.00
Put Breakeven Price	367.14
Option Breakeven Price	378.62