Implied Volatility Skew (20-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 20-Day Implied Volatility Skew of 0.0163 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)	0.3703
Historical Volatility (Parkinson)	0.2448
Implied Volatility (Calls)	0.3069
Implied Volatility (Puts)	0.3051
Implied Volatility (Mean)	0.3060
Put-Call Implied Volatility Ratio	0.9942
Implied Volatility Skew	0.0163
Option Statistics
Put-Call Ratio (Volume)	1.0636
Put-Call Ratio (Open Interest)	0.4813
Forward Price	272.97
Call Breakeven Price	305.27
Put Breakeven Price	252.60
Option Breakeven Price	287.83