Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0199 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2178
Historical Volatility (Parkinson)	0.1808
Implied Volatility (Calls)	0.2359
Implied Volatility (Puts)	0.2441
Implied Volatility (Mean)	0.2400
Put-Call Implied Volatility Ratio	1.0350
Implied Volatility Skew	0.0199
Option Statistics
Put-Call Ratio (Volume)	12.5824
Put-Call Ratio (Open Interest)	1.0162
Forward Price	3045.00
Call Breakeven Price	3454.56
Put Breakeven Price	2446.67
Option Breakeven Price	2946.43