Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0169 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)	0.2907
Historical Volatility (Parkinson)	0.2232
Implied Volatility (Calls)	0.2911
Implied Volatility (Puts)	0.3063
Implied Volatility (Mean)	0.2987
Put-Call Implied Volatility Ratio	1.0522
Implied Volatility Skew	0.0169
Option Statistics
Put-Call Ratio (Volume)	4.2639
Put-Call Ratio (Open Interest)	1.5301
Forward Price	32.95
Call Breakeven Price	38.98
Put Breakeven Price	31.55
Option Breakeven Price	34.74