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.

Abercrombie & Fitch Company (ANF) had 30-Day Implied Volatility Skew of 0.0316 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)	0.4341
Historical Volatility (Parkinson)	0.3715
Implied Volatility (Calls)	0.7155
Implied Volatility (Puts)	0.7363
Implied Volatility (Mean)	0.7259
Put-Call Implied Volatility Ratio	1.0290
Implied Volatility Skew	0.0316
Option Statistics
Put-Call Ratio (Volume)	0.7761
Put-Call Ratio (Open Interest)	0.6884
Forward Price	136.09
Call Breakeven Price	151.84
Put Breakeven Price	107.49
Option Breakeven Price	134.31