Implied Volatility Skew (30-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) 30-Day Implied Volatility Skew data is not available for 2023-05-26.

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Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.9006
Historical Volatility (Parkinson)	0.6729
Implied Volatility (Calls)	0.6682
Implied Volatility (Puts)	0.9964
Implied Volatility (Mean)	0.8323
Put-Call Implied Volatility Ratio	1.4912
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	12.0000
Put-Call Ratio (Open Interest)	1.1579
Forward Price	7.24
Call Breakeven Price	7.82
Put Breakeven Price	4.81
Option Breakeven Price	5.93