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.

MGM Resorts International (MGM) had 20-Day Implied Volatility Skew of 0.1115 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)	0.2108
Historical Volatility (Parkinson)	0.2409
Implied Volatility (Calls)	0.2644
Implied Volatility (Puts)	0.2695
Implied Volatility (Mean)	0.2670
Put-Call Implied Volatility Ratio	1.0196
Implied Volatility Skew	0.1115
Option Statistics
Put-Call Ratio (Volume)	0.1320
Put-Call Ratio (Open Interest)	0.5284
Forward Price	44.56
Call Breakeven Price	45.37
Put Breakeven Price	39.24
Option Breakeven Price	43.27