Implied Volatility Skew (30-Day)

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

SpartanNash Company (SPTN) 30-Day Implied Volatility Skew data is not available for 2024-06-28.

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Figures for 2024-06-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2114
Historical Volatility (Parkinson)	0.2501
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.3673
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0297
Put-Call Ratio (Open Interest)	1.1538
Forward Price	18.51
Call Breakeven Price	21.51
Put Breakeven Price	17.35
Option Breakeven Price	19.28