Implied Volatility Skew (30-Day)

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

Uranium Energy Corp. (UEC) had 30-Day Implied Volatility Skew of 0.1240 for 2024-05-16.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4432
Historical Volatility (Parkinson)	0.4506
Implied Volatility (Calls)	0.5215
Implied Volatility (Puts)	0.4912
Implied Volatility (Mean)	0.5063
Put-Call Implied Volatility Ratio	0.9420
Implied Volatility Skew	0.1240
Option Statistics
Put-Call Ratio (Volume)	0.1407
Put-Call Ratio (Open Interest)	0.3032
Forward Price	7.05
Call Breakeven Price	7.73
Put Breakeven Price	6.61
Option Breakeven Price	7.54