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.

Tiptree Financial Inc. (TIPT) 60-Day Implied Volatility Skew data is not available for 2024-06-13.

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Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2778
Historical Volatility (Parkinson)	0.2575
Implied Volatility (Calls)	0.5009
Implied Volatility (Puts)	0.4116
Implied Volatility (Mean)	0.4563
Put-Call Implied Volatility Ratio	0.8217
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	5.1852
Forward Price	17.04
Call Breakeven Price	19.11
Put Breakeven Price	14.94
Option Breakeven Price	15.56