Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0530 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)	0.2194
Historical Volatility (Parkinson)	0.1906
Implied Volatility (Calls)	0.2220
Implied Volatility (Puts)	0.2154
Implied Volatility (Mean)	0.2187
Put-Call Implied Volatility Ratio	0.9703
Implied Volatility Skew	0.0530
Option Statistics
Put-Call Ratio (Volume)	0.5059
Put-Call Ratio (Open Interest)	0.5759
Forward Price	300.60
Call Breakeven Price	320.79
Put Breakeven Price	257.35
Option Breakeven Price	299.02

Data from Quantcha