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.

Apple Inc. (AAPL) had 30-Day Implied Volatility Skew of 0.0768 for 2022-07-01.

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

Figures for 2022-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3945
Historical Volatility (Parkinson)	0.2671
Implied Volatility (Calls)	0.3663
Implied Volatility (Puts)	0.3774
Implied Volatility (Mean)	0.3718
Put-Call Implied Volatility Ratio	1.0303
Implied Volatility Skew	0.0768
Option Statistics
Put-Call Ratio (Volume)	1.0722
Put-Call Ratio (Open Interest)	0.6813
Forward Price	139.45
Call Breakeven Price	152.30
Put Breakeven Price	122.43
Option Breakeven Price	140.15

Data from Quantcha