Implied Volatility Skew (20-Day)

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

ASML Holding N.V. (ASML) had 20-Day Implied Volatility Skew of 0.0205 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)	0.3386
Historical Volatility (Parkinson)	0.2084
Implied Volatility (Calls)	0.2744
Implied Volatility (Puts)	0.2940
Implied Volatility (Mean)	0.2842
Put-Call Implied Volatility Ratio	1.0713
Implied Volatility Skew	0.0205
Option Statistics
Put-Call Ratio (Volume)	1.4665
Put-Call Ratio (Open Interest)	0.9018
Forward Price	920.55
Call Breakeven Price	991.44
Put Breakeven Price	841.91
Option Breakeven Price	921.08