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.

Caterpillar Inc. (CAT) had 60-Day Implied Volatility Skew of 0.0066 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2881
Historical Volatility (Parkinson)	0.2144
Implied Volatility (Calls)	0.2367
Implied Volatility (Puts)	0.2459
Implied Volatility (Mean)	0.2413
Put-Call Implied Volatility Ratio	1.0388
Implied Volatility Skew	0.0066
Option Statistics
Put-Call Ratio (Volume)	1.5908
Put-Call Ratio (Open Interest)	1.5128
Forward Price	337.90
Call Breakeven Price	358.98
Put Breakeven Price	276.62
Option Breakeven Price	309.16