Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Accenture PLC (ACN) had 120-Day Implied Volatility Skew of 0.0074 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2538
Historical Volatility (Parkinson)	0.1765
Implied Volatility (Calls)	0.2197
Implied Volatility (Puts)	0.2415
Implied Volatility (Mean)	0.2306
Put-Call Implied Volatility Ratio	1.0994
Implied Volatility Skew	0.0074
Option Statistics
Put-Call Ratio (Volume)	20.1683
Put-Call Ratio (Open Interest)	0.7289
Forward Price	311.97
Call Breakeven Price	370.30
Put Breakeven Price	293.79
Option Breakeven Price	338.06