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.

Becton, Dickinson and Company (BDX) 60-Day Implied Volatility Skew data is not available for 2024-05-15.

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Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1964
Historical Volatility (Parkinson)	0.1754
Implied Volatility (Calls)	0.1522
Implied Volatility (Puts)	0.1804
Implied Volatility (Mean)	0.1663
Put-Call Implied Volatility Ratio	1.1854
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	16.4068
Put-Call Ratio (Open Interest)	0.4447
Forward Price	238.33
Call Breakeven Price	250.56
Put Breakeven Price	219.48
Option Breakeven Price	240.62