Implied Volatility Skew (60-Day)

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

ContextLogic Inc. (WISH) 60-Day Implied Volatility Skew data is not available for 2024-04-30.

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Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5176
Historical Volatility (Parkinson)	0.4609
Implied Volatility (Calls)	0.3997
Implied Volatility (Puts)	0.4043
Implied Volatility (Mean)	0.4020
Put-Call Implied Volatility Ratio	1.0116
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0055
Put-Call Ratio (Open Interest)	0.1479
Forward Price	5.59
Call Breakeven Price	6.32
Put Breakeven Price	4.90
Option Breakeven Price	6.10