Implied Volatility Skew (180-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Third Harmonic Bio, Inc. (THRD) had 180-Day Implied Volatility Skew of 0.1066 for 2024-06-17.

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

Figures for 2024-06-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5334
Historical Volatility (Parkinson)	0.6282
Implied Volatility (Calls)	0.8103
Implied Volatility (Puts)	0.9266
Implied Volatility (Mean)	0.8685
Put-Call Implied Volatility Ratio	1.1435
Implied Volatility Skew	0.1066
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000
Forward Price	12.88
Call Breakeven Price	18.18
Put Breakeven Price	--
Option Breakeven Price	18.18