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 0.1843 for 2021-11-26.

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

Figures for 2021-11-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3040
Historical Volatility (Parkinson)	0.2500
Implied Volatility (Calls)	0.3114
Implied Volatility (Puts)	0.2793
Implied Volatility (Mean)	0.2954
Put-Call Implied Volatility Ratio	0.8969
Implied Volatility Skew	0.1843
Option Statistics
Put-Call Ratio (Volume)	0.4898
Put-Call Ratio (Open Interest)	0.6227
Forward Price	159.79
Call Breakeven Price	165.81
Put Breakeven Price	147.95
Option Breakeven Price	158.83

Data from Quantcha