Put-Call Implied Volatility Ratio (120-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Berkshire Hathaway Inc. (BRK.B) had 120-Day Put-Call Implied Volatility Ratio of 0.9488 for 2021-11-26.

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

Figures for 2021-11-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1225
Historical Volatility (Parkinson)	0.1187
Implied Volatility (Calls)	0.2150
Implied Volatility (Puts)	0.2040
Implied Volatility (Mean)	0.2095
Put-Call Implied Volatility Ratio	0.9488
Implied Volatility Skew	0.0494
Option Statistics
Put-Call Ratio (Volume)	0.5540
Put-Call Ratio (Open Interest)	1.0726
Forward Price	287.88
Call Breakeven Price	302.21
Put Breakeven Price	225.18
Option Breakeven Price	268.25

Data from Quantcha