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 0.0715 for 2021-10-26.

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

Figures for 2021-10-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1389
Historical Volatility (Parkinson)	0.1215
Implied Volatility (Calls)	0.1898
Implied Volatility (Puts)	0.1845
Implied Volatility (Mean)	0.1871
Put-Call Implied Volatility Ratio	0.9721
Implied Volatility Skew	0.0715
Option Statistics
Put-Call Ratio (Volume)	1.3598
Put-Call Ratio (Open Interest)	0.9416
Forward Price	299.00
Call Breakeven Price	306.89
Put Breakeven Price	231.86
Option Breakeven Price	275.87

Data from Quantcha