Implied Volatility Skew (180-Day)

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

Fidelity National Information Services, Inc. (FIS) had 180-Day Implied Volatility Skew of -0.0049 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)	0.2282
Historical Volatility (Parkinson)	0.2111
Implied Volatility (Calls)	0.2277
Implied Volatility (Puts)	0.2759
Implied Volatility (Mean)	0.2518
Put-Call Implied Volatility Ratio	1.2116
Implied Volatility Skew	-0.0049
Option Statistics
Put-Call Ratio (Volume)	0.2818
Put-Call Ratio (Open Interest)	0.5668
Forward Price	78.58
Call Breakeven Price	84.02
Put Breakeven Price	62.07
Option Breakeven Price	75.95