Implied Volatility Skew (10-Day)

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

Advanced Micro Devices, Inc. (AMD) had 10-Day Implied Volatility Skew of 0.0994 for 2022-07-05.

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

Figures for 2022-07-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6322
Historical Volatility (Parkinson)	0.4710
Implied Volatility (Calls)	0.5780
Implied Volatility (Puts)	0.5792
Implied Volatility (Mean)	0.5786
Put-Call Implied Volatility Ratio	1.0021
Implied Volatility Skew	0.0994
Option Statistics
Put-Call Ratio (Volume)	0.3691
Put-Call Ratio (Open Interest)	0.6206
Forward Price	75.26
Call Breakeven Price	96.55
Put Breakeven Price	72.60
Option Breakeven Price	86.28

Data from Quantcha