Implied Volatility Skew (120-Day)

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

AutoZone, Inc. (AZO) had 120-Day Implied Volatility Skew of 0.0541 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2436
Historical Volatility (Parkinson)	0.2424
Implied Volatility (Calls)	0.3034
Implied Volatility (Puts)	0.3048
Implied Volatility (Mean)	0.3041
Put-Call Implied Volatility Ratio	1.0046
Implied Volatility Skew	0.0541
Option Statistics
Put-Call Ratio (Volume)	1.4447
Put-Call Ratio (Open Interest)	1.1517
Forward Price	2613.95
Call Breakeven Price	2878.75
Put Breakeven Price	1972.29
Option Breakeven Price	2397.00

Data from Quantcha