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 353.63 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1452
Historical Volatility (Parkinson)	0.1217
Implied Volatility (Calls)	0.1458
Implied Volatility (Puts)	0.1703
Implied Volatility (Mean)	0.1581
Put-Call Implied Volatility Ratio	1.1674
Implied Volatility Skew	0.0546
Option Statistics
Put-Call Ratio (Volume)	2.8557
Put-Call Ratio (Open Interest)	2.0752
Forward Price	423.49
Call Breakeven Price	446.71
Put Breakeven Price	353.63
Option Breakeven Price	384.02