Implied Volatility Skew (30-Day)

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

BorgWarner Inc. (BWA) 30-Day Implied Volatility Skew data is not available for 2024-05-21.

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Figures for 2024-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3388
Historical Volatility (Parkinson)	0.2149
Implied Volatility (Calls)	0.1973
Implied Volatility (Puts)	0.2160
Implied Volatility (Mean)	0.2066
Put-Call Implied Volatility Ratio	1.0948
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	5.3171
Put-Call Ratio (Open Interest)	0.4121
Forward Price	36.59
Call Breakeven Price	38.01
Put Breakeven Price	34.42
Option Breakeven Price	36.97