Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0627 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)	0.2588
Historical Volatility (Parkinson)	0.2452
Implied Volatility (Calls)	0.3973
Implied Volatility (Puts)	0.3776
Implied Volatility (Mean)	0.3874
Put-Call Implied Volatility Ratio	0.9504
Implied Volatility Skew	0.0627
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7107
Forward Price	97.37
Call Breakeven Price	117.50
Put Breakeven Price	70.62
Option Breakeven Price	102.62

Data from Quantcha