Implied Volatility Skew (30-Day)

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

Amazon.com, Inc. (AMZN) had 30-Day Implied Volatility Skew of 0.0399 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1897
Historical Volatility (Parkinson)	0.1924
Implied Volatility (Calls)	0.4131
Implied Volatility (Puts)	0.4150
Implied Volatility (Mean)	0.4140
Put-Call Implied Volatility Ratio	1.0045
Implied Volatility Skew	0.0399
Option Statistics
Put-Call Ratio (Volume)	0.4831
Put-Call Ratio (Open Interest)	0.4832
Forward Price	175.36
Call Breakeven Price	201.09
Put Breakeven Price	152.33
Option Breakeven Price	185.07