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.

Unilever PLC (UL) 30-Day Implied Volatility Skew data is not available for 2024-05-07.

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Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2252
Historical Volatility (Parkinson)	0.0930
Implied Volatility (Calls)	0.0951
Implied Volatility (Puts)	0.1744
Implied Volatility (Mean)	0.1347
Put-Call Implied Volatility Ratio	1.8351
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	18.3117
Put-Call Ratio (Open Interest)	1.6887
Forward Price	52.50
Call Breakeven Price	52.65
Put Breakeven Price	47.84
Option Breakeven Price	49.91