Implied Volatility Skew (60-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) 60-Day Implied Volatility Skew data is not available for 2024-05-14.

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Figures for 2024-05-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2811
Historical Volatility (Parkinson)	0.2271
Implied Volatility (Calls)	0.5662
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3694
Forward Price	6.40
Call Breakeven Price	6.92
Put Breakeven Price	4.62
Option Breakeven Price	6.31