Put Breakeven Price (90-Day)

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

SPDR S&P 500 ETF (SPY) had 90-Day Put Breakeven Price of 468.75 for 2024-07-26.

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

Figures for 2024-07-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1083
Historical Volatility (Parkinson)	0.0872
Implied Volatility (Calls)	0.1387
Implied Volatility (Puts)	0.1535
Implied Volatility (Mean)	0.1461
Put-Call Implied Volatility Ratio	1.1067
Implied Volatility Skew	0.0316
Option Statistics
Put-Call Ratio (Volume)	1.1999
Put-Call Ratio (Open Interest)	2.4995
Forward Price	549.95
Call Breakeven Price	582.78
Put Breakeven Price	468.75
Option Breakeven Price	501.77