Implied Volatility Skew (90-Day)

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

Fox Corporation (FOXA) had 90-Day Implied Volatility Skew of -0.0146 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2557
Historical Volatility (Parkinson)	0.2481
Implied Volatility (Calls)	0.2563
Implied Volatility (Puts)	0.2671
Implied Volatility (Mean)	0.2617
Put-Call Implied Volatility Ratio	1.0420
Implied Volatility Skew	-0.0146
Option Statistics
Put-Call Ratio (Volume)	0.0138
Put-Call Ratio (Open Interest)	0.7959
Forward Price	32.01
Call Breakeven Price	35.21
Put Breakeven Price	25.36
Option Breakeven Price	31.86