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.

Fortinet, Inc. (FTNT) had 30-Day Implied Volatility Skew of 0.0218 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)	0.2980
Historical Volatility (Parkinson)	0.2799
Implied Volatility (Calls)	0.6121
Implied Volatility (Puts)	0.6025
Implied Volatility (Mean)	0.6073
Put-Call Implied Volatility Ratio	0.9844
Implied Volatility Skew	0.0218
Option Statistics
Put-Call Ratio (Volume)	7.5503
Put-Call Ratio (Open Interest)	3.6876
Forward Price	65.60
Call Breakeven Price	72.37
Put Breakeven Price	59.40
Option Breakeven Price	62.86