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.

Anheuser-Busch InBev SA/NV (BUD) 60-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1719
Historical Volatility (Parkinson)	0.1007
Implied Volatility (Calls)	0.1725
Implied Volatility (Puts)	0.1917
Implied Volatility (Mean)	0.1821
Put-Call Implied Volatility Ratio	1.1110
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0042
Put-Call Ratio (Open Interest)	0.0986
Forward Price	66.87
Call Breakeven Price	68.07
Put Breakeven Price	64.62
Option Breakeven Price	67.76