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.

Berkshire Hathaway Inc. (BRK.B) had 10-Day Implied Volatility Skew of 0.0418 for 2021-10-25.

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

Figures for 2021-10-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0967
Historical Volatility (Parkinson)	0.0907
Implied Volatility (Calls)	0.1268
Implied Volatility (Puts)	0.1274
Implied Volatility (Mean)	0.1271
Put-Call Implied Volatility Ratio	1.0047
Implied Volatility Skew	0.0418
Option Statistics
Put-Call Ratio (Volume)	0.1888
Put-Call Ratio (Open Interest)	1.7626
Forward Price	292.95
Call Breakeven Price	293.34
Put Breakeven Price	277.05
Option Breakeven Price	283.09

Data from Quantcha