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.

Aramark (ARMK) had 150-Day Implied Volatility Skew of 0.0012 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)	0.2175
Historical Volatility (Parkinson)	0.2276
Implied Volatility (Calls)	0.2484
Implied Volatility (Puts)	0.2703
Implied Volatility (Mean)	0.2593
Put-Call Implied Volatility Ratio	1.0885
Implied Volatility Skew	0.0012
Option Statistics
Put-Call Ratio (Volume)	4.4482
Put-Call Ratio (Open Interest)	0.5063
Forward Price	34.08
Call Breakeven Price	38.09
Put Breakeven Price	28.54
Option Breakeven Price	34.91