Implied Volatility Skew (10-Day)

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

Alphabet Inc. (GOOG) 10-Day Implied Volatility Skew data is not available for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6270
Historical Volatility (Parkinson)	0.2461
Implied Volatility (Calls)	0.3020
Implied Volatility (Puts)	0.2914
Implied Volatility (Mean)	0.2967
Put-Call Implied Volatility Ratio	0.9649
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.2945
Put-Call Ratio (Open Interest)	0.5958
Forward Price	165.91
Call Breakeven Price	174.97
Put Breakeven Price	148.94
Option Breakeven Price	165.20