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 0.0289 for 2023-06-02.

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

Figures for 2023-06-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3665
Historical Volatility (Parkinson)	0.2581
Implied Volatility (Calls)	0.2424
Implied Volatility (Puts)	0.2212
Implied Volatility (Mean)	0.2318
Put-Call Implied Volatility Ratio	0.9124
Implied Volatility Skew	0.0289
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.0000
Forward Price	144.63
Call Breakeven Price	144.45
Put Breakeven Price	137.72
Option Breakeven Price	139.97