Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.1131 for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3725
Historical Volatility (Parkinson)	0.2802
Implied Volatility (Calls)	0.3137
Implied Volatility (Puts)	0.2996
Implied Volatility (Mean)	0.3067
Put-Call Implied Volatility Ratio	0.9550
Implied Volatility Skew	0.1131
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--
Forward Price	114.74
Call Breakeven Price	--
Put Breakeven Price	90.10
Option Breakeven Price	90.10