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.

DoorDash, Inc. (DASH) had 30-Day Implied Volatility Skew of 0.0629 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3418
Historical Volatility (Parkinson)	0.3202
Implied Volatility (Calls)	0.5753
Implied Volatility (Puts)	0.5792
Implied Volatility (Mean)	0.5773
Put-Call Implied Volatility Ratio	1.0069
Implied Volatility Skew	0.0629
Option Statistics
Put-Call Ratio (Volume)	0.9049
Put-Call Ratio (Open Interest)	1.2420
Forward Price	130.62
Call Breakeven Price	140.41
Put Breakeven Price	99.59
Option Breakeven Price	126.70