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.

Salesforce Inc. (CRM) had 30-Day Implied Volatility Skew of 0.0182 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3297
Historical Volatility (Parkinson)	0.2651
Implied Volatility (Calls)	0.3264
Implied Volatility (Puts)	0.3292
Implied Volatility (Mean)	0.3278
Put-Call Implied Volatility Ratio	1.0086
Implied Volatility Skew	0.0182
Option Statistics
Put-Call Ratio (Volume)	0.6450
Put-Call Ratio (Open Interest)	0.3706
Forward Price	274.26
Call Breakeven Price	303.61
Put Breakeven Price	256.42
Option Breakeven Price	291.08