Implied Volatility Skew (10-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

BlackRock, Inc. (BLK) had 10-Day Implied Volatility Skew of 0.0591 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1103
Historical Volatility (Parkinson)	0.1410
Implied Volatility (Calls)	0.2118
Implied Volatility (Puts)	0.2121
Implied Volatility (Mean)	0.2119
Put-Call Implied Volatility Ratio	1.0012
Implied Volatility Skew	0.0591
Option Statistics
Put-Call Ratio (Volume)	1.3622
Put-Call Ratio (Open Interest)	1.3586
Forward Price	758.11
Call Breakeven Price	834.57
Put Breakeven Price	727.27
Option Breakeven Price	772.90