Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0078 for 2024-05-06.

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

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2538
Historical Volatility (Parkinson)	0.2032
Implied Volatility (Calls)	0.2486
Implied Volatility (Puts)	0.2775
Implied Volatility (Mean)	0.2630
Put-Call Implied Volatility Ratio	1.1166
Implied Volatility Skew	0.0078
Option Statistics
Put-Call Ratio (Volume)	1.5185
Put-Call Ratio (Open Interest)	0.4225
Forward Price	348.32
Call Breakeven Price	415.08
Put Breakeven Price	290.98
Option Breakeven Price	377.79