Implied Volatility Skew (10-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Deere & Company (DE) 10-Day Implied Volatility Skew data is not available for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3072
Historical Volatility (Parkinson)	0.1878
Implied Volatility (Calls)	0.2163
Implied Volatility (Puts)	0.2076
Implied Volatility (Mean)	0.2120
Put-Call Implied Volatility Ratio	0.9597
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.2799
Put-Call Ratio (Open Interest)	1.6599
Forward Price	395.22
Call Breakeven Price	445.61
Put Breakeven Price	374.26
Option Breakeven Price	407.16