Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0373 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)	0.5090
Historical Volatility (Parkinson)	0.4200
Implied Volatility (Calls)	0.5139
Implied Volatility (Puts)	0.5121
Implied Volatility (Mean)	0.5130
Put-Call Implied Volatility Ratio	0.9967
Implied Volatility Skew	0.0373
Option Statistics
Put-Call Ratio (Volume)	1.0128
Put-Call Ratio (Open Interest)	1.0322
Forward Price	98.75
Call Breakeven Price	117.69
Put Breakeven Price	64.30
Option Breakeven Price	90.55