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.

Weave Communications, Inc. (WEAV) had 90-Day Implied Volatility Skew of 0.0219 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5987
Historical Volatility (Parkinson)	0.5015
Implied Volatility (Calls)	0.6752
Implied Volatility (Puts)	0.6368
Implied Volatility (Mean)	0.6560
Put-Call Implied Volatility Ratio	0.9432
Implied Volatility Skew	0.0219
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0037
Forward Price	11.36
Call Breakeven Price	14.33
Put Breakeven Price	10.15
Option Breakeven Price	14.31