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.

Vicor Corporation (VICR) 60-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)	0.4363
Historical Volatility (Parkinson)	0.4063
Implied Volatility (Calls)	0.4058
Implied Volatility (Puts)	0.4096
Implied Volatility (Mean)	0.4077
Put-Call Implied Volatility Ratio	1.0093
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3876
Put-Call Ratio (Open Interest)	0.7035
Forward Price	33.84
Call Breakeven Price	55.43
Put Breakeven Price	31.10
Option Breakeven Price	48.13