Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0185 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)	0.2389
Historical Volatility (Parkinson)	0.1914
Implied Volatility (Calls)	0.2133
Implied Volatility (Puts)	0.2220
Implied Volatility (Mean)	0.2176
Put-Call Implied Volatility Ratio	1.0405
Implied Volatility Skew	0.0185
Option Statistics
Put-Call Ratio (Volume)	1.9498
Put-Call Ratio (Open Interest)	1.1820
Forward Price	233.16
Call Breakeven Price	242.68
Put Breakeven Price	170.71
Option Breakeven Price	203.90