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.

Ford Motor Company (F) had 120-Day Implied Volatility Skew of 0.0205 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3291
Historical Volatility (Parkinson)	0.2650
Implied Volatility (Calls)	0.3014
Implied Volatility (Puts)	0.3780
Implied Volatility (Mean)	0.3397
Put-Call Implied Volatility Ratio	1.2542
Implied Volatility Skew	0.0205
Option Statistics
Put-Call Ratio (Volume)	0.2218
Put-Call Ratio (Open Interest)	1.5816
Forward Price	12.06
Call Breakeven Price	14.48
Put Breakeven Price	10.38
Option Breakeven Price	12.01