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.

Sysco Corporation (SYY) 60-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1825
Historical Volatility (Parkinson)	0.1507
Implied Volatility (Calls)	0.1465
Implied Volatility (Puts)	0.1755
Implied Volatility (Mean)	0.1610
Put-Call Implied Volatility Ratio	1.1979
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	4.7843
Put-Call Ratio (Open Interest)	1.1299
Forward Price	76.59
Call Breakeven Price	79.70
Put Breakeven Price	73.83
Option Breakeven Price	76.59