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 2021-03-05.

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

Figures for 2021-03-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2904
Historical Volatility (Parkinson)	0.2013
Implied Volatility (Calls)	0.4567
Implied Volatility (Puts)	0.4515
Implied Volatility (Mean)	0.4541
Put-Call Implied Volatility Ratio	0.9886
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	16.6667
Forward Price	5.60
Call Breakeven Price	5.52
Put Breakeven Price	5.45
Option Breakeven Price	5.48

Data from Quantcha