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 0.0890 for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4554
Historical Volatility (Parkinson)	0.4890
Implied Volatility (Calls)	0.5258
Implied Volatility (Puts)	0.5111
Implied Volatility (Mean)	0.5185
Put-Call Implied Volatility Ratio	0.9719
Implied Volatility Skew	0.0890
Option Statistics
Put-Call Ratio (Volume)	1.1862
Put-Call Ratio (Open Interest)	0.9360
Forward Price	97.93
Call Breakeven Price	103.05
Put Breakeven Price	78.93
Option Breakeven Price	91.55