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.

Fidelity National Information Services, Inc. (FIS) had 30-Day Implied Volatility Skew of 0.1540 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1692
Historical Volatility (Parkinson)	0.1830
Implied Volatility (Calls)	0.3981
Implied Volatility (Puts)	0.3850
Implied Volatility (Mean)	0.3915
Put-Call Implied Volatility Ratio	0.9671
Implied Volatility Skew	0.1540
Option Statistics
Put-Call Ratio (Volume)	0.8667
Put-Call Ratio (Open Interest)	0.0277
Forward Price	67.59
Call Breakeven Price	77.29
Put Breakeven Price	62.49
Option Breakeven Price	76.90