Implied Volatility Skew (150-Day)

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

Amgen Inc. (AMGN) had 150-Day Implied Volatility Skew of -0.0023 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2863
Historical Volatility (Parkinson)	0.2082
Implied Volatility (Calls)	0.2044
Implied Volatility (Puts)	0.2367
Implied Volatility (Mean)	0.2205
Put-Call Implied Volatility Ratio	1.1577
Implied Volatility Skew	-0.0023
Option Statistics
Put-Call Ratio (Volume)	0.3086
Put-Call Ratio (Open Interest)	0.4438
Forward Price	319.16
Call Breakeven Price	342.31
Put Breakeven Price	253.60
Option Breakeven Price	316.58