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.

Ford Motor Company (F) 30-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)	0.3842
Historical Volatility (Parkinson)	0.2939
Implied Volatility (Calls)	0.2544
Implied Volatility (Puts)	0.3491
Implied Volatility (Mean)	0.3018
Put-Call Implied Volatility Ratio	1.3724
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.5074
Put-Call Ratio (Open Interest)	0.7155
Forward Price	12.96
Call Breakeven Price	13.84
Put Breakeven Price	11.72
Option Breakeven Price	12.96