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 0.0468 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)	0.1958
Historical Volatility (Parkinson)	0.1807
Implied Volatility (Calls)	0.3075
Implied Volatility (Puts)	0.2957
Implied Volatility (Mean)	0.3016
Put-Call Implied Volatility Ratio	0.9616
Implied Volatility Skew	0.0468
Option Statistics
Put-Call Ratio (Volume)	0.3935
Put-Call Ratio (Open Interest)	1.0057
Forward Price	159.79
Call Breakeven Price	175.63
Put Breakeven Price	118.04
Option Breakeven Price	148.13

Data from Quantcha