Implied Volatility Skew (120-Day)

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

Alphabet Inc. (GOOG) had 120-Day Implied Volatility Skew of 0.0112 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)	0.3180
Historical Volatility (Parkinson)	0.1961
Implied Volatility (Calls)	0.2694
Implied Volatility (Puts)	0.2887
Implied Volatility (Mean)	0.2791
Put-Call Implied Volatility Ratio	1.0718
Implied Volatility Skew	0.0112
Option Statistics
Put-Call Ratio (Volume)	0.5431
Put-Call Ratio (Open Interest)	0.6855
Forward Price	167.73
Call Breakeven Price	179.98
Put Breakeven Price	121.79
Option Breakeven Price	156.41