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.

American Express Company (AXP) had 30-Day Implied Volatility Skew of 0.0259 for 2024-04-17.

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

Figures for 2024-04-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1903
Historical Volatility (Parkinson)	0.1815
Implied Volatility (Calls)	0.3327
Implied Volatility (Puts)	0.3326
Implied Volatility (Mean)	0.3326
Put-Call Implied Volatility Ratio	0.9997
Implied Volatility Skew	0.0259
Option Statistics
Put-Call Ratio (Volume)	0.6682
Put-Call Ratio (Open Interest)	1.2727
Forward Price	218.63
Call Breakeven Price	235.96
Put Breakeven Price	200.78
Option Breakeven Price	216.26