Implied Volatility Skew (120-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 120-Day Implied Volatility Skew of 0.0118 for 2024-04-24.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3088
Historical Volatility (Parkinson)	0.2514
Implied Volatility (Calls)	0.2266
Implied Volatility (Puts)	0.2543
Implied Volatility (Mean)	0.2404
Put-Call Implied Volatility Ratio	1.1221
Implied Volatility Skew	0.0118
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0510
Forward Price	173.34
Call Breakeven Price	182.25
Put Breakeven Price	156.82
Option Breakeven Price	178.99