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) had 20-Day Implied Volatility Skew of 0.0596 for 2021-10-26.

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

Figures for 2021-10-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1455
Historical Volatility (Parkinson)	0.1332
Implied Volatility (Calls)	0.4543
Implied Volatility (Puts)	0.4049
Implied Volatility (Mean)	0.4296
Put-Call Implied Volatility Ratio	0.8913
Implied Volatility Skew	0.0596
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.0357
Forward Price	4.80
Call Breakeven Price	4.03
Put Breakeven Price	4.25
Option Breakeven Price	4.24

Data from Quantcha