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.

Caterpillar Inc. (CAT) had 150-Day Implied Volatility Skew of 0.0062 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2506
Historical Volatility (Parkinson)	0.2019
Implied Volatility (Calls)	0.2376
Implied Volatility (Puts)	0.2670
Implied Volatility (Mean)	0.2523
Put-Call Implied Volatility Ratio	1.1236
Implied Volatility Skew	0.0062
Option Statistics
Put-Call Ratio (Volume)	2.7697
Put-Call Ratio (Open Interest)	0.5917
Forward Price	355.87
Call Breakeven Price	424.71
Put Breakeven Price	283.65
Option Breakeven Price	371.60