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.

Salesforce Inc. (CRM) had 60-Day Implied Volatility Skew of 0.0176 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)	0.2938
Historical Volatility (Parkinson)	0.2353
Implied Volatility (Calls)	0.3179
Implied Volatility (Puts)	0.3295
Implied Volatility (Mean)	0.3237
Put-Call Implied Volatility Ratio	1.0364
Implied Volatility Skew	0.0176
Option Statistics
Put-Call Ratio (Volume)	0.7583
Put-Call Ratio (Open Interest)	1.0824
Forward Price	274.03
Call Breakeven Price	312.54
Put Breakeven Price	221.25
Option Breakeven Price	265.16