Implied Volatility Skew (20-Day)

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

Weibo Corporation (WB) had 20-Day Implied Volatility Skew of 0.1698 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5042
Historical Volatility (Parkinson)	0.4108
Implied Volatility (Calls)	0.6148
Implied Volatility (Puts)	0.6099
Implied Volatility (Mean)	0.6124
Put-Call Implied Volatility Ratio	0.9920
Implied Volatility Skew	0.1698
Option Statistics
Put-Call Ratio (Volume)	0.3429
Put-Call Ratio (Open Interest)	0.0984
Forward Price	10.07
Call Breakeven Price	11.03
Put Breakeven Price	7.50
Option Breakeven Price	10.79