Implied Volatility Skew (120-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 120-Day Implied Volatility Skew of 0.0712 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)	0.2800
Historical Volatility (Parkinson)	0.2184
Implied Volatility (Calls)	0.2777
Implied Volatility (Puts)	0.2901
Implied Volatility (Mean)	0.2839
Put-Call Implied Volatility Ratio	1.0446
Implied Volatility Skew	0.0712
Option Statistics
Put-Call Ratio (Volume)	1.8745
Put-Call Ratio (Open Interest)	0.4804
Forward Price	32.83
Call Breakeven Price	40.08
Put Breakeven Price	30.52
Option Breakeven Price	37.08