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 0.0501 for 2023-06-09.

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

Figures for 2023-06-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3336
Historical Volatility (Parkinson)	0.2452
Implied Volatility (Calls)	0.2423
Implied Volatility (Puts)	0.2400
Implied Volatility (Mean)	0.2411
Put-Call Implied Volatility Ratio	0.9906
Implied Volatility Skew	0.0501
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.6923
Forward Price	142.26
Call Breakeven Price	147.87
Put Breakeven Price	84.49
Option Breakeven Price	121.94