Implied Volatility Skew (120-Day)

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

Universal Technical Institute Inc (UTI) had 120-Day Implied Volatility Skew of 0.0159 for 2024-06-25.

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

Figures for 2024-06-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3800
Historical Volatility (Parkinson)	0.3487
Implied Volatility (Calls)	0.4000
Implied Volatility (Puts)	0.4147
Implied Volatility (Mean)	0.4073
Put-Call Implied Volatility Ratio	1.0369
Implied Volatility Skew	0.0159
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.9573
Forward Price	14.77
Call Breakeven Price	17.79
Put Breakeven Price	11.33
Option Breakeven Price	14.65