Implied Volatility Skew (150-Day)

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

Dynatrace, Inc. (DT) had 150-Day Implied Volatility Skew of 0.0101 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)	0.2922
Historical Volatility (Parkinson)	0.2454
Implied Volatility (Calls)	0.3244
Implied Volatility (Puts)	0.3285
Implied Volatility (Mean)	0.3264
Put-Call Implied Volatility Ratio	1.0128
Implied Volatility Skew	0.0101
Option Statistics
Put-Call Ratio (Volume)	0.1784
Put-Call Ratio (Open Interest)	0.9097
Forward Price	49.45
Call Breakeven Price	59.44
Put Breakeven Price	38.28
Option Breakeven Price	49.78