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.

Xerox Corporation (XRX) had 60-Day Implied Volatility Skew of 0.0319 for 2020-08-11.

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

Figures for 2020-08-11

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5166
Historical Volatility (Parkinson)	0.4640
Implied Volatility (Calls)	0.5097
Implied Volatility (Puts)	0.5182
Implied Volatility (Mean)	0.5140
Put-Call Implied Volatility Ratio	1.0167
Implied Volatility Skew	0.0319
Option Statistics
Put-Call Ratio (Volume)	0.4306
Put-Call Ratio (Open Interest)	0.5820
Forward Price	17.79
Call Breakeven Price	22.53
Put Breakeven Price	14.38
Option Breakeven Price	20.64

Data from Quantcha