Implied Volatility Skew (10-Day)

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

MGM Resorts International (MGM) 10-Day Implied Volatility Skew data is not available for 2024-06-28.

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

Figures for 2024-06-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2146
Historical Volatility (Parkinson)	0.2387
Implied Volatility (Calls)	0.2439
Implied Volatility (Puts)	0.2520
Implied Volatility (Mean)	0.2480
Put-Call Implied Volatility Ratio	1.0332
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7124
Put-Call Ratio (Open Interest)	0.8130
Forward Price	44.45
Call Breakeven Price	45.14
Put Breakeven Price	39.69
Option Breakeven Price	43.02