Implied Volatility Skew (150-Day)

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

XPEL, Inc. (XPEL) had 150-Day Implied Volatility Skew of 0.0737 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.8605
Historical Volatility (Parkinson)	0.4266
Implied Volatility (Calls)	0.5479
Implied Volatility (Puts)	0.5365
Implied Volatility (Mean)	0.5422
Put-Call Implied Volatility Ratio	0.9791
Implied Volatility Skew	0.0737
Option Statistics
Put-Call Ratio (Volume)	0.1399
Put-Call Ratio (Open Interest)	2.7804
Forward Price	33.67
Call Breakeven Price	83.32
Put Breakeven Price	31.47
Option Breakeven Price	50.00