Implied Volatility Skew (60-Day)

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

SpartanNash Company (SPTN) had 60-Day Implied Volatility Skew of 0.1496 for 2024-07-01.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2020
Historical Volatility (Parkinson)	0.2196
Implied Volatility (Calls)	0.3045
Implied Volatility (Puts)	0.3089
Implied Volatility (Mean)	0.3067
Put-Call Implied Volatility Ratio	1.0144
Implied Volatility Skew	0.1496
Option Statistics
Put-Call Ratio (Volume)	1.0000
Put-Call Ratio (Open Interest)	0.6396
Forward Price	18.39
Call Breakeven Price	20.55
Put Breakeven Price	17.07
Option Breakeven Price	19.24