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.

Balchem Corporation (BCPC) had 90-Day Implied Volatility Skew of 0.0457 for 2024-07-03.

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

Figures for 2024-07-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1987
Historical Volatility (Parkinson)	0.1787
Implied Volatility (Calls)	0.2148
Implied Volatility (Puts)	0.2176
Implied Volatility (Mean)	0.2162
Put-Call Implied Volatility Ratio	1.0131
Implied Volatility Skew	0.0457
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0013
Forward Price	161.65
Call Breakeven Price	169.35
Put Breakeven Price	139.27
Option Breakeven Price	169.32