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.

BorgWarner Inc. (BWA) had 60-Day Implied Volatility Skew of 0.1150 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)	0.3263
Historical Volatility (Parkinson)	0.2194
Implied Volatility (Calls)	0.2659
Implied Volatility (Puts)	0.2654
Implied Volatility (Mean)	0.2656
Put-Call Implied Volatility Ratio	0.9980
Implied Volatility Skew	0.1150
Option Statistics
Put-Call Ratio (Volume)	0.9387
Put-Call Ratio (Open Interest)	0.9821
Forward Price	32.62
Call Breakeven Price	37.65
Put Breakeven Price	29.52
Option Breakeven Price	33.88