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.

American Electric Power Company, Inc. (AEP) had 120-Day Implied Volatility Skew of 0.0236 for 2024-05-16.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2004
Historical Volatility (Parkinson)	0.1825
Implied Volatility (Calls)	0.1687
Implied Volatility (Puts)	0.2045
Implied Volatility (Mean)	0.1866
Put-Call Implied Volatility Ratio	1.2118
Implied Volatility Skew	0.0236
Option Statistics
Put-Call Ratio (Volume)	0.5626
Put-Call Ratio (Open Interest)	0.3730
Forward Price	93.41
Call Breakeven Price	97.51
Put Breakeven Price	77.03
Option Breakeven Price	92.03