Implied Volatility Skew (180-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Tempest Therapeutics, Inc. (TPST) had 180-Day Implied Volatility Skew of 0.0219 for 2024-05-31.

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

Figures for 2024-05-31

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9468
Historical Volatility (Parkinson)	0.9077
Implied Volatility (Calls)	1.2881
Implied Volatility (Puts)	1.4034
Implied Volatility (Mean)	1.3457
Put-Call Implied Volatility Ratio	1.0895
Implied Volatility Skew	0.0219
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.3524
Forward Price	3.32
Call Breakeven Price	6.15
Put Breakeven Price	2.32
Option Breakeven Price	5.15