Put-Call Implied Volatility Ratio (120-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

MGM Resorts International (MGM) had 120-Day Put-Call Implied Volatility Ratio of 1.0204 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)	0.2782
Historical Volatility (Parkinson)	0.2475
Implied Volatility (Calls)	0.3068
Implied Volatility (Puts)	0.3131
Implied Volatility (Mean)	0.3099
Put-Call Implied Volatility Ratio	1.0204
Implied Volatility Skew	-0.0011
Option Statistics
Put-Call Ratio (Volume)	0.9156
Put-Call Ratio (Open Interest)	0.8465
Forward Price	43.00
Call Breakeven Price	47.86
Put Breakeven Price	37.08
Option Breakeven Price	42.89