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.

Colgate-Palmolive Company (CL) had 30-Day Implied Volatility Skew of 0.0047 for 2024-05-07.

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

Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1211
Historical Volatility (Parkinson)	0.1426
Implied Volatility (Calls)	0.1115
Implied Volatility (Puts)	0.1227
Implied Volatility (Mean)	0.1171
Put-Call Implied Volatility Ratio	1.1004
Implied Volatility Skew	0.0047
Option Statistics
Put-Call Ratio (Volume)	1.2204
Put-Call Ratio (Open Interest)	0.5410
Forward Price	94.38
Call Breakeven Price	95.34
Put Breakeven Price	89.44
Option Breakeven Price	93.26