Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0838 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)	0.1229
Historical Volatility (Parkinson)	0.1184
Implied Volatility (Calls)	0.1724
Implied Volatility (Puts)	0.1632
Implied Volatility (Mean)	0.1678
Put-Call Implied Volatility Ratio	0.9466
Implied Volatility Skew	0.0838
Option Statistics
Put-Call Ratio (Volume)	0.1706
Put-Call Ratio (Open Interest)	0.7858
Forward Price	299.00
Call Breakeven Price	299.48
Put Breakeven Price	223.02
Option Breakeven Price	269.48

Data from Quantcha