Implied Volatility Skew (150-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Stellantis N.V. (STLA) had 150-Day Implied Volatility Skew of 0.0252 for 2022-11-25.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4087
Historical Volatility (Parkinson)	0.2309
Implied Volatility (Calls)	0.3429
Implied Volatility (Puts)	0.4283
Implied Volatility (Mean)	0.3856
Put-Call Implied Volatility Ratio	1.2491
Implied Volatility Skew	0.0252
Option Statistics
Put-Call Ratio (Volume)	0.7083
Put-Call Ratio (Open Interest)	1.7304
Forward Price	15.25
Call Breakeven Price	16.33
Put Breakeven Price	12.22
Option Breakeven Price	13.89

Data from Quantcha