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.

Ford Motor Company (F) 150-Day Implied Volatility Skew data is not available for 2024-04-25.

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Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3383
Historical Volatility (Parkinson)	0.2707
Implied Volatility (Calls)	0.2749
Implied Volatility (Puts)	0.3713
Implied Volatility (Mean)	0.3231
Put-Call Implied Volatility Ratio	1.3506
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6537
Put-Call Ratio (Open Interest)	1.8817
Forward Price	13.02
Call Breakeven Price	14.78
Put Breakeven Price	10.28
Option Breakeven Price	11.85