Put-Call Implied Volatility Ratio (150-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 150-Day Put-Call Implied Volatility Ratio of 0.9597 for 2021-12-06.

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

Figures for 2021-12-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1294
Historical Volatility (Parkinson)	0.1223
Implied Volatility (Calls)	0.2183
Implied Volatility (Puts)	0.2095
Implied Volatility (Mean)	0.2139
Put-Call Implied Volatility Ratio	0.9597
Implied Volatility Skew	0.0570
Option Statistics
Put-Call Ratio (Volume)	0.7532
Put-Call Ratio (Open Interest)	0.9108
Forward Price	285.55
Call Breakeven Price	301.73
Put Breakeven Price	226.85
Option Breakeven Price	269.54

Data from Quantcha