Call Breakeven Price (60-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 60-Day Call Breakeven Price of 425.67 for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1726
Historical Volatility (Parkinson)	0.1494
Implied Volatility (Calls)	0.2100
Implied Volatility (Puts)	0.2105
Implied Volatility (Mean)	0.2102
Put-Call Implied Volatility Ratio	1.0021
Implied Volatility Skew	0.0798
Option Statistics
Put-Call Ratio (Volume)	3.7060
Put-Call Ratio (Open Interest)	2.1110
Forward Price	394.94
Call Breakeven Price	425.67
Put Breakeven Price	350.33
Option Breakeven Price	374.67