Implied Volatility Skew (180-Day)

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

GE Aerospace (GE) had 180-Day Implied Volatility Skew of 0.0218 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)	0.2674
Historical Volatility (Parkinson)	0.2397
Implied Volatility (Calls)	0.2969
Implied Volatility (Puts)	0.3028
Implied Volatility (Mean)	0.2999
Put-Call Implied Volatility Ratio	1.0199
Implied Volatility Skew	0.0218
Option Statistics
Put-Call Ratio (Volume)	0.3201
Put-Call Ratio (Open Interest)	0.6637
Forward Price	165.16
Call Breakeven Price	188.39
Put Breakeven Price	124.38
Option Breakeven Price	162.71