Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0942 for 2022-05-27.

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

Figures for 2022-05-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3093
Historical Volatility (Parkinson)	0.2538
Implied Volatility (Calls)	0.2993
Implied Volatility (Puts)	0.3397
Implied Volatility (Mean)	0.3195
Put-Call Implied Volatility Ratio	1.1350
Implied Volatility Skew	0.0942
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000
Forward Price	98.57
Call Breakeven Price	107.50
Put Breakeven Price	74.91
Option Breakeven Price	96.41

Data from Quantcha