Implied Volatility Skew (30-Day)

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

Ericsson (ERIC) had 30-Day Implied Volatility Skew of 0.1347 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3115
Historical Volatility (Parkinson)	0.2711
Implied Volatility (Calls)	0.3689
Implied Volatility (Puts)	0.2543
Implied Volatility (Mean)	0.3116
Put-Call Implied Volatility Ratio	0.6893
Implied Volatility Skew	0.1347
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4470
Forward Price	5.30
Call Breakeven Price	5.88
Put Breakeven Price	4.96
Option Breakeven Price	5.59