Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.0319 for 2024-07-26.

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

Figures for 2024-07-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6070
Historical Volatility (Parkinson)	0.4231
Implied Volatility (Calls)	0.6105
Implied Volatility (Puts)	0.6084
Implied Volatility (Mean)	0.6095
Put-Call Implied Volatility Ratio	0.9967
Implied Volatility Skew	0.0319
Option Statistics
Put-Call Ratio (Volume)	0.5177
Put-Call Ratio (Open Interest)	0.5872
Forward Price	140.43
Call Breakeven Price	196.72
Put Breakeven Price	131.19
Option Breakeven Price	172.43