Implied Volatility Skew (10-Day)

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

Turkcell Iletisim Hizmetleri AS (TKC) 10-Day Implied Volatility Skew data is not available for 2020-08-11.

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

Figures for 2020-08-11

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3304
Historical Volatility (Parkinson)	0.3122
Implied Volatility (Calls)	0.5838
Implied Volatility (Puts)	0.5269
Implied Volatility (Mean)	0.5554
Put-Call Implied Volatility Ratio	0.9025
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2945
Put-Call Ratio (Open Interest)	2.3006
Forward Price	5.40
Call Breakeven Price	5.40
Put Breakeven Price	4.90
Option Breakeven Price	5.01

Data from Quantcha