Implied Volatility (Calls) (120-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

JOYY Inc. Sponsored ADR (YY) had 120-Day Implied Volatility (Calls) of 0.4401 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3770
Historical Volatility (Parkinson)	0.3167
Implied Volatility (Calls)	0.4401
Implied Volatility (Puts)	0.4407
Implied Volatility (Mean)	0.4404
Put-Call Implied Volatility Ratio	1.0012
Implied Volatility Skew	0.0232
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.6804
Forward Price	34.59
Call Breakeven Price	40.06
Put Breakeven Price	28.56
Option Breakeven Price	36.00