Implied Volatility Skew (20-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) 20-Day Implied Volatility Skew data is not available for 2020-10-22.

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

Figures for 2020-10-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3828
Historical Volatility (Parkinson)	0.2185
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.5412
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	27.0000
Put-Call Ratio (Open Interest)	7.4667
Forward Price	5.30
Call Breakeven Price	5.38
Put Breakeven Price	4.80
Option Breakeven Price	4.87

Data from Quantcha