Option Breakeven Price (120-Day)

Option Breakeven Price: The average price at which an option position breaks even at expiration, weighted by the open interests of all calls and puts.

Vanguard S&P 500 ETF (VOO) had 120-Day Option Breakeven Price of 441.71 for 2024-05-24.

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Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1167
Historical Volatility (Parkinson)	0.0891
Implied Volatility (Calls)	0.1064
Implied Volatility (Puts)	0.1294
Implied Volatility (Mean)	0.1179
Put-Call Implied Volatility Ratio	1.2166
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6926
Put-Call Ratio (Open Interest)	3.3342
Forward Price	492.94
Call Breakeven Price	506.89
Put Breakeven Price	415.44
Option Breakeven Price	441.71