Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0233 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1216
Historical Volatility (Parkinson)	0.1269
Implied Volatility (Calls)	0.1574
Implied Volatility (Puts)	0.1714
Implied Volatility (Mean)	0.1644
Put-Call Implied Volatility Ratio	1.0892
Implied Volatility Skew	0.0233
Option Statistics
Put-Call Ratio (Volume)	1.1045
Put-Call Ratio (Open Interest)	0.8733
Forward Price	412.45
Call Breakeven Price	441.21
Put Breakeven Price	364.16
Option Breakeven Price	405.36