Implied Volatility Skew (120-Day)

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

United Microelectronics Corporation (UMC) 120-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2769
Historical Volatility (Parkinson)	0.2093
Implied Volatility (Calls)	0.1830
Implied Volatility (Puts)	0.4595
Implied Volatility (Mean)	0.3212
Put-Call Implied Volatility Ratio	2.5111
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3846
Put-Call Ratio (Open Interest)	0.3961
Forward Price	7.71
Call Breakeven Price	8.65
Put Breakeven Price	6.90
Option Breakeven Price	8.19