Implied Volatility Skew (10-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

BorgWarner Inc. (BWA) had 10-Day Implied Volatility Skew of 0.4226 for 2024-06-14.

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

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2711
Historical Volatility (Parkinson)	0.2207
Implied Volatility (Calls)	0.2795
Implied Volatility (Puts)	0.2455
Implied Volatility (Mean)	0.2625
Put-Call Implied Volatility Ratio	0.8783
Implied Volatility Skew	0.4226
Option Statistics
Put-Call Ratio (Volume)	0.8577
Put-Call Ratio (Open Interest)	0.3908
Forward Price	32.45
Call Breakeven Price	37.36
Put Breakeven Price	31.54
Option Breakeven Price	35.78