Implied Volatility Skew (60-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) 60-Day Implied Volatility Skew data is not available for 2024-04-19.

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Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2392
Historical Volatility (Parkinson)	0.1461
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.6388
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1178
Put-Call Ratio (Open Interest)	0.3323
Forward Price	23.93
Call Breakeven Price	28.90
Put Breakeven Price	22.03
Option Breakeven Price	27.44