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.

Deere & Company (DE) had 60-Day Implied Volatility Skew of 0.0129 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)	0.2188
Historical Volatility (Parkinson)	0.1874
Implied Volatility (Calls)	0.2071
Implied Volatility (Puts)	0.2065
Implied Volatility (Mean)	0.2068
Put-Call Implied Volatility Ratio	0.9971
Implied Volatility Skew	0.0129
Option Statistics
Put-Call Ratio (Volume)	6.5953
Put-Call Ratio (Open Interest)	0.5674
Forward Price	397.92
Call Breakeven Price	447.75
Put Breakeven Price	375.94
Option Breakeven Price	421.75