Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0225 for 2024-04-22.

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

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1988
Historical Volatility (Parkinson)	0.1603
Implied Volatility (Calls)	0.2395
Implied Volatility (Puts)	0.2525
Implied Volatility (Mean)	0.2460
Put-Call Implied Volatility Ratio	1.0541
Implied Volatility Skew	0.0225
Option Statistics
Put-Call Ratio (Volume)	0.7411
Put-Call Ratio (Open Interest)	0.9849
Forward Price	168.95
Call Breakeven Price	209.18
Put Breakeven Price	142.86
Option Breakeven Price	176.32