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 0.0782 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)	0.1334
Historical Volatility (Parkinson)	0.1196
Implied Volatility (Calls)	0.1773
Implied Volatility (Puts)	0.1776
Implied Volatility (Mean)	0.1774
Put-Call Implied Volatility Ratio	1.0017
Implied Volatility Skew	0.0782
Option Statistics
Put-Call Ratio (Volume)	0.1282
Put-Call Ratio (Open Interest)	0.9698
Forward Price	292.95
Call Breakeven Price	301.90
Put Breakeven Price	228.89
Option Breakeven Price	271.62

Data from Quantcha