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.

Fortive Corporation (FTV) had 90-Day Implied Volatility Skew of 0.0499 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)	0.1779
Historical Volatility (Parkinson)	0.1688
Implied Volatility (Calls)	0.1666
Implied Volatility (Puts)	0.1875
Implied Volatility (Mean)	0.1771
Put-Call Implied Volatility Ratio	1.1254
Implied Volatility Skew	0.0499
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4048
Forward Price	78.14
Call Breakeven Price	87.94
Put Breakeven Price	59.58
Option Breakeven Price	79.77