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 0.1011 for 2021-10-25.

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

Figures for 2021-10-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1264
Historical Volatility (Parkinson)	0.1205
Implied Volatility (Calls)	0.1596
Implied Volatility (Puts)	0.1552
Implied Volatility (Mean)	0.1574
Put-Call Implied Volatility Ratio	0.9724
Implied Volatility Skew	0.1011
Option Statistics
Put-Call Ratio (Volume)	0.5131
Put-Call Ratio (Open Interest)	1.0359
Forward Price	292.95
Call Breakeven Price	298.26
Put Breakeven Price	255.35
Option Breakeven Price	278.54

Data from Quantcha