Put-Call Implied Volatility Ratio (90-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Stellantis N.V. (STLA) 90-Day Put-Call Implied Volatility Ratio data is not available for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2765
Historical Volatility (Parkinson)	0.1504
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.5490
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0064
Put-Call Ratio (Open Interest)	0.7329
Forward Price	24.30
Call Breakeven Price	28.40
Put Breakeven Price	20.67
Option Breakeven Price	25.43