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.

Deere & Company (DE) had 30-Day Implied Volatility Skew of 0.0179 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)	0.2068
Historical Volatility (Parkinson)	0.2011
Implied Volatility (Calls)	0.3030
Implied Volatility (Puts)	0.3071
Implied Volatility (Mean)	0.3050
Put-Call Implied Volatility Ratio	1.0136
Implied Volatility Skew	0.0179
Option Statistics
Put-Call Ratio (Volume)	1.0884
Put-Call Ratio (Open Interest)	2.9883
Forward Price	397.52
Call Breakeven Price	427.00
Put Breakeven Price	356.95
Option Breakeven Price	375.45