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.

American Airlines Group Inc. (AAL) had 30-Day Implied Volatility Skew of 0.0700 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4441
Historical Volatility (Parkinson)	0.3431
Implied Volatility (Calls)	0.3817
Implied Volatility (Puts)	0.3689
Implied Volatility (Mean)	0.3753
Put-Call Implied Volatility Ratio	0.9666
Implied Volatility Skew	0.0700
Option Statistics
Put-Call Ratio (Volume)	0.8386
Put-Call Ratio (Open Interest)	1.7575
Forward Price	14.21
Call Breakeven Price	16.56
Put Breakeven Price	12.18
Option Breakeven Price	13.81