Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0102 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2737
Historical Volatility (Parkinson)	0.1492
Implied Volatility (Calls)	0.3052
Implied Volatility (Puts)	0.3138
Implied Volatility (Mean)	0.3095
Put-Call Implied Volatility Ratio	1.0281
Implied Volatility Skew	0.0102
Option Statistics
Put-Call Ratio (Volume)	4.6464
Put-Call Ratio (Open Interest)	2.1171
Forward Price	25.18
Call Breakeven Price	29.13
Put Breakeven Price	21.28
Option Breakeven Price	24.29