Implied Volatility Skew (180-Day)

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

Deckers Outdoor Corporation (DECK) had 180-Day Implied Volatility Skew of 0.0144 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3442
Historical Volatility (Parkinson)	0.2483
Implied Volatility (Calls)	0.4082
Implied Volatility (Puts)	0.4124
Implied Volatility (Mean)	0.4103
Put-Call Implied Volatility Ratio	1.0104
Implied Volatility Skew	0.0144
Option Statistics
Put-Call Ratio (Volume)	5.2790
Put-Call Ratio (Open Interest)	0.6553
Forward Price	907.73
Call Breakeven Price	1047.58
Put Breakeven Price	669.95
Option Breakeven Price	904.06