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.

Salesforce Inc. (CRM) had 150-Day Implied Volatility Skew of 0.0116 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)	0.2640
Historical Volatility (Parkinson)	0.2118
Implied Volatility (Calls)	0.3125
Implied Volatility (Puts)	0.3255
Implied Volatility (Mean)	0.3190
Put-Call Implied Volatility Ratio	1.0415
Implied Volatility Skew	0.0116
Option Statistics
Put-Call Ratio (Volume)	2.4684
Put-Call Ratio (Open Interest)	1.1199
Forward Price	277.24
Call Breakeven Price	332.11
Put Breakeven Price	225.57
Option Breakeven Price	275.85