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.

Danaher Corporation (DHR) had 180-Day Implied Volatility Skew of 0.0129 for 2024-05-09.

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

Figures for 2024-05-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2194
Historical Volatility (Parkinson)	0.1897
Implied Volatility (Calls)	0.2126
Implied Volatility (Puts)	0.2174
Implied Volatility (Mean)	0.2150
Put-Call Implied Volatility Ratio	1.0223
Implied Volatility Skew	0.0129
Option Statistics
Put-Call Ratio (Volume)	0.0737
Put-Call Ratio (Open Interest)	0.9512
Forward Price	257.62
Call Breakeven Price	290.26
Put Breakeven Price	213.54
Option Breakeven Price	255.13