Implied Volatility Skew (20-Day)

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

DatChat, Inc. (DATS) 20-Day Implied Volatility Skew data is not available for 2024-07-02.

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

Figures for 2024-07-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6896
Historical Volatility (Parkinson)	0.6545
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--
Forward Price	--
Call Breakeven Price	--
Put Breakeven Price	--
Option Breakeven Price	--