Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of -0.0560 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4388
Historical Volatility (Parkinson)	0.3833
Implied Volatility (Calls)	0.3681
Implied Volatility (Puts)	0.4274
Implied Volatility (Mean)	0.3978
Put-Call Implied Volatility Ratio	1.1612
Implied Volatility Skew	-0.0560
Option Statistics
Put-Call Ratio (Volume)	1.1610
Put-Call Ratio (Open Interest)	1.0273
Forward Price	16.21
Call Breakeven Price	19.32
Put Breakeven Price	13.83
Option Breakeven Price	16.73