Implied Volatility Skew (150-Day)

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

JOYY Inc. Sponsored ADR (YY) had 150-Day Implied Volatility Skew of -0.0011 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)	0.4398
Historical Volatility (Parkinson)	0.3192
Implied Volatility (Calls)	0.4202
Implied Volatility (Puts)	0.4553
Implied Volatility (Mean)	0.4377
Put-Call Implied Volatility Ratio	1.0834
Implied Volatility Skew	-0.0011
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4379
Forward Price	34.43
Call Breakeven Price	40.63
Put Breakeven Price	27.99
Option Breakeven Price	37.54