Implied Volatility Skew (10-Day)

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

Standex International Corporation (SXI) had 10-Day Implied Volatility Skew of 0.1032 for 2022-05-25.

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

Figures for 2022-05-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2310
Historical Volatility (Parkinson)	0.2133
Implied Volatility (Calls)	0.4134
Implied Volatility (Puts)	0.3302
Implied Volatility (Mean)	0.3718
Put-Call Implied Volatility Ratio	0.7987
Implied Volatility Skew	0.1032
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000
Forward Price	97.80
Call Breakeven Price	107.42
Put Breakeven Price	77.25
Option Breakeven Price	77.25

Data from Quantcha