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.

Advanced Micro Devices, Inc. (AMD) had 120-Day Implied Volatility Skew of 0.0335 for 2022-01-28.

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

Figures for 2022-01-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5327
Historical Volatility (Parkinson)	0.4779
Implied Volatility (Calls)	0.5527
Implied Volatility (Puts)	0.5437
Implied Volatility (Mean)	0.5482
Put-Call Implied Volatility Ratio	0.9837
Implied Volatility Skew	0.0335
Option Statistics
Put-Call Ratio (Volume)	2.4885
Put-Call Ratio (Open Interest)	0.7713
Forward Price	104.12
Call Breakeven Price	134.80
Put Breakeven Price	87.87
Option Breakeven Price	114.30

Data from Quantcha