Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0517 for 2021-12-06.

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

Figures for 2021-12-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2181
Historical Volatility (Parkinson)	0.1992
Implied Volatility (Calls)	0.3096
Implied Volatility (Puts)	0.3085
Implied Volatility (Mean)	0.3090
Put-Call Implied Volatility Ratio	0.9964
Implied Volatility Skew	0.0517
Option Statistics
Put-Call Ratio (Volume)	0.6076
Put-Call Ratio (Open Interest)	0.9174
Forward Price	165.84
Call Breakeven Price	180.14
Put Breakeven Price	130.09
Option Breakeven Price	156.54

Data from Quantcha