Implied Volatility Skew (120-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 120-Day Implied Volatility Skew of 0.0176 for 2024-04-24.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4984
Historical Volatility (Parkinson)	0.3868
Implied Volatility (Calls)	0.3107
Implied Volatility (Puts)	0.4212
Implied Volatility (Mean)	0.3660
Put-Call Implied Volatility Ratio	1.3559
Implied Volatility Skew	0.0176
Option Statistics
Put-Call Ratio (Volume)	1.8833
Put-Call Ratio (Open Interest)	4.5021
Forward Price	14.26
Call Breakeven Price	18.42
Put Breakeven Price	12.63
Option Breakeven Price	14.81