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 2022-08-10.

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90-Day 120-Day 150-Day 180-Day

Figures for 2022-08-10

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5322
Historical Volatility (Parkinson)	0.3805
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.5294
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.5341
Forward Price	2.60
Call Breakeven Price	2.60
Put Breakeven Price	2.42
Option Breakeven Price	2.54

Data from Quantcha