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.

Brown Forman Corporation (BF.A) 60-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1812
Historical Volatility (Parkinson)	0.1541
Implied Volatility (Calls)	0.3573
Implied Volatility (Puts)	0.3753
Implied Volatility (Mean)	0.3663
Put-Call Implied Volatility Ratio	1.0502
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1806
Forward Price	49.80
Call Breakeven Price	68.02
Put Breakeven Price	46.25
Option Breakeven Price	65.28