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.

The Boeing Company (BA) had 120-Day Implied Volatility Skew of 0.0223 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)	0.3510
Historical Volatility (Parkinson)	0.2692
Implied Volatility (Calls)	0.3168
Implied Volatility (Puts)	0.3188
Implied Volatility (Mean)	0.3178
Put-Call Implied Volatility Ratio	1.0062
Implied Volatility Skew	0.0223
Option Statistics
Put-Call Ratio (Volume)	6.2003
Put-Call Ratio (Open Interest)	0.8517
Forward Price	174.45
Call Breakeven Price	243.67
Put Breakeven Price	145.69
Option Breakeven Price	199.80