Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0970 for 2022-05-23.

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

Figures for 2022-05-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2035
Historical Volatility (Parkinson)	0.1972
Implied Volatility (Calls)	0.2299
Implied Volatility (Puts)	0.2274
Implied Volatility (Mean)	0.2286
Put-Call Implied Volatility Ratio	0.9891
Implied Volatility Skew	0.0970
Option Statistics
Put-Call Ratio (Volume)	0.9940
Put-Call Ratio (Open Interest)	0.5352
Forward Price	311.54
Call Breakeven Price	335.11
Put Breakeven Price	287.56
Option Breakeven Price	318.51

Data from Quantcha