Implied Volatility Skew (120-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 120-Day Implied Volatility Skew of 0.0580 for 2022-08-10.

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

Figures for 2022-08-10

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2265
Historical Volatility (Parkinson)	0.1939
Implied Volatility (Calls)	0.2138
Implied Volatility (Puts)	0.2063
Implied Volatility (Mean)	0.2100
Put-Call Implied Volatility Ratio	0.9649
Implied Volatility Skew	0.0580
Option Statistics
Put-Call Ratio (Volume)	1.6665
Put-Call Ratio (Open Interest)	1.3115
Forward Price	299.06
Call Breakeven Price	320.62
Put Breakeven Price	260.47
Option Breakeven Price	286.90

Data from Quantcha