Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0127 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)	0.2127
Historical Volatility (Parkinson)	0.1666
Implied Volatility (Calls)	0.1852
Implied Volatility (Puts)	0.1893
Implied Volatility (Mean)	0.1873
Put-Call Implied Volatility Ratio	1.0225
Implied Volatility Skew	0.0127
Option Statistics
Put-Call Ratio (Volume)	0.2098
Put-Call Ratio (Open Interest)	0.9969
Forward Price	254.57
Call Breakeven Price	273.77
Put Breakeven Price	229.60
Option Breakeven Price	250.62