Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0085 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)	0.5254
Historical Volatility (Parkinson)	0.4303
Implied Volatility (Calls)	0.5789
Implied Volatility (Puts)	0.5632
Implied Volatility (Mean)	0.5711
Put-Call Implied Volatility Ratio	0.9729
Implied Volatility Skew	0.0085
Option Statistics
Put-Call Ratio (Volume)	0.1147
Put-Call Ratio (Open Interest)	0.1733
Forward Price	10.19
Call Breakeven Price	11.91
Put Breakeven Price	6.96
Option Breakeven Price	11.20