Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0982 for 2022-09-30.

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

Figures for 2022-09-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3092
Historical Volatility (Parkinson)	0.2413
Implied Volatility (Calls)	0.4114
Implied Volatility (Puts)	0.4090
Implied Volatility (Mean)	0.4102
Put-Call Implied Volatility Ratio	0.9942
Implied Volatility Skew	0.0982
Option Statistics
Put-Call Ratio (Volume)	1.5931
Put-Call Ratio (Open Interest)	1.0732
Forward Price	139.28
Call Breakeven Price	170.64
Put Breakeven Price	124.62
Option Breakeven Price	146.13

Data from Quantcha