Implied Volatility Skew (180-Day)

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

American Express Company (AXP) had 180-Day Implied Volatility Skew of 0.0149 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2155
Historical Volatility (Parkinson)	0.1746
Implied Volatility (Calls)	0.2381
Implied Volatility (Puts)	0.2683
Implied Volatility (Mean)	0.2532
Put-Call Implied Volatility Ratio	1.1268
Implied Volatility Skew	0.0149
Option Statistics
Put-Call Ratio (Volume)	0.1422
Put-Call Ratio (Open Interest)	1.6671
Forward Price	235.63
Call Breakeven Price	270.96
Put Breakeven Price	184.80
Option Breakeven Price	218.38