Implied Volatility Skew (60-Day)

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

American Tower Corporation (AMT) had 60-Day Implied Volatility Skew of -0.0410 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)	0.2626
Historical Volatility (Parkinson)	0.2017
Implied Volatility (Calls)	0.1857
Implied Volatility (Puts)	0.2356
Implied Volatility (Mean)	0.2107
Put-Call Implied Volatility Ratio	1.2685
Implied Volatility Skew	-0.0410
Option Statistics
Put-Call Ratio (Volume)	0.6389
Put-Call Ratio (Open Interest)	0.5940
Forward Price	195.11
Call Breakeven Price	202.31
Put Breakeven Price	172.44
Option Breakeven Price	191.10