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 2023-03-27.

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Figures for 2023-03-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4685
Historical Volatility (Parkinson)	0.2844
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	6.0000
Put-Call Ratio (Open Interest)	0.1014
Forward Price	4.38
Call Breakeven Price	5.25
Put Breakeven Price	2.86
Option Breakeven Price	5.03