Implied Volatility Skew (180-Day)

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

Weave Communications, Inc. (WEAV) had 180-Day Implied Volatility Skew of 0.1157 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5867
Historical Volatility (Parkinson)	0.4512
Implied Volatility (Calls)	0.5976
Implied Volatility (Puts)	0.4857
Implied Volatility (Mean)	0.5417
Put-Call Implied Volatility Ratio	0.8128
Implied Volatility Skew	0.1157
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	4.5899
Forward Price	11.53
Call Breakeven Price	13.86
Put Breakeven Price	9.67
Option Breakeven Price	11.42