Put-Call Implied Volatility Ratio (90-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Berkshire Hathaway Inc. (BRK.B) had 90-Day Put-Call Implied Volatility Ratio of 0.9477 for 2021-12-06.

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

Figures for 2021-12-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1346
Historical Volatility (Parkinson)	0.1292
Implied Volatility (Calls)	0.2160
Implied Volatility (Puts)	0.2047
Implied Volatility (Mean)	0.2104
Put-Call Implied Volatility Ratio	0.9477
Implied Volatility Skew	0.0779
Option Statistics
Put-Call Ratio (Volume)	0.5283
Put-Call Ratio (Open Interest)	1.1085
Forward Price	285.55
Call Breakeven Price	299.01
Put Breakeven Price	229.62
Option Breakeven Price	267.30

Data from Quantcha