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.

Danaher Corporation (DHR) had 120-Day Implied Volatility Skew of 0.0128 for 2024-05-09.

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Figures for 2024-05-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2211
Historical Volatility (Parkinson)	0.1807
Implied Volatility (Calls)	0.2010
Implied Volatility (Puts)	0.2025
Implied Volatility (Mean)	0.2018
Put-Call Implied Volatility Ratio	1.0074
Implied Volatility Skew	0.0128
Option Statistics
Put-Call Ratio (Volume)	0.1352
Put-Call Ratio (Open Interest)	1.3014
Forward Price	255.79
Call Breakeven Price	287.47
Put Breakeven Price	219.47
Option Breakeven Price	248.24