Implied Volatility Skew (10-Day)

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

Xerox Holdings Corporation (XRX) had 10-Day Implied Volatility Skew of 0.1066 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)	0.6003
Historical Volatility (Parkinson)	0.3696
Implied Volatility (Calls)	0.3473
Implied Volatility (Puts)	0.3402
Implied Volatility (Mean)	0.3438
Put-Call Implied Volatility Ratio	0.9795
Implied Volatility Skew	0.1066
Option Statistics
Put-Call Ratio (Volume)	0.8847
Put-Call Ratio (Open Interest)	0.7363
Forward Price	14.23
Call Breakeven Price	17.23
Put Breakeven Price	13.95
Option Breakeven Price	15.84