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.

Amicus Therapeutics, Inc. (FOLD) had 30-Day Implied Volatility Skew of 0.0071 for 2024-05-24.

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

Figures for 2024-05-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4199
Historical Volatility (Parkinson)	0.3735
Implied Volatility (Calls)	1.1849
Implied Volatility (Puts)	0.3657
Implied Volatility (Mean)	0.7753
Put-Call Implied Volatility Ratio	0.3087
Implied Volatility Skew	0.0071
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1192
Forward Price	10.58
Call Breakeven Price	11.45
Put Breakeven Price	8.99
Option Breakeven Price	11.18