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.

BHP Group Limited Sponsored ADR (BHP) had 150-Day Implied Volatility Skew of -0.0152 for 2024-04-22.

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

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2282
Historical Volatility (Parkinson)	0.1351
Implied Volatility (Calls)	0.2404
Implied Volatility (Puts)	0.2706
Implied Volatility (Mean)	0.2555
Put-Call Implied Volatility Ratio	1.1252
Implied Volatility Skew	-0.0152
Option Statistics
Put-Call Ratio (Volume)	1.4967
Put-Call Ratio (Open Interest)	1.1180
Forward Price	59.29
Call Breakeven Price	70.22
Put Breakeven Price	48.78
Option Breakeven Price	58.89