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 0.0216 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)	0.2022
Historical Volatility (Parkinson)	0.1814
Implied Volatility (Calls)	0.3147
Implied Volatility (Puts)	0.3013
Implied Volatility (Mean)	0.3080
Put-Call Implied Volatility Ratio	0.9574
Implied Volatility Skew	0.0216
Option Statistics
Put-Call Ratio (Volume)	0.6926
Put-Call Ratio (Open Interest)	0.8936
Forward Price	159.70
Call Breakeven Price	180.14
Put Breakeven Price	125.04
Option Breakeven Price	154.19

Data from Quantcha