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.

BlackRock, Inc. (BLK) 60-Day Implied Volatility Skew data is not available for 2024-05-06.

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Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2041
Historical Volatility (Parkinson)	0.1897
Implied Volatility (Calls)	0.1819
Implied Volatility (Puts)	0.2212
Implied Volatility (Mean)	0.2016
Put-Call Implied Volatility Ratio	1.2161
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.3167
Put-Call Ratio (Open Interest)	1.2169
Forward Price	776.70
Call Breakeven Price	865.71
Put Breakeven Price	685.78
Option Breakeven Price	766.94