Implied Volatility Skew (120-Day)

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

Deere & Company (DE) had 120-Day Implied Volatility Skew of 0.0135 for 2024-05-16.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2152
Historical Volatility (Parkinson)	0.1762
Implied Volatility (Calls)	0.2212
Implied Volatility (Puts)	0.2371
Implied Volatility (Mean)	0.2291
Put-Call Implied Volatility Ratio	1.0716
Implied Volatility Skew	0.0135
Option Statistics
Put-Call Ratio (Volume)	1.9647
Put-Call Ratio (Open Interest)	1.4503
Forward Price	399.96
Call Breakeven Price	463.60
Put Breakeven Price	326.31
Option Breakeven Price	382.34