Implied Volatility Skew (10-Day)

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

Apple Inc. (AAPL) had 10-Day Implied Volatility Skew of 0.1323 for 2022-05-23.

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

Figures for 2022-05-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5528
Historical Volatility (Parkinson)	0.3824
Implied Volatility (Calls)	0.3625
Implied Volatility (Puts)	0.3612
Implied Volatility (Mean)	0.3618
Put-Call Implied Volatility Ratio	0.9964
Implied Volatility Skew	0.1323
Option Statistics
Put-Call Ratio (Volume)	0.7368
Put-Call Ratio (Open Interest)	0.5629
Forward Price	143.29
Call Breakeven Price	160.16
Put Breakeven Price	134.60
Option Breakeven Price	150.84

Data from Quantcha