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.

Alphabet Inc. (GOOG) had 30-Day Implied Volatility Skew of 0.0329 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2086
Historical Volatility (Parkinson)	0.1873
Implied Volatility (Calls)	0.3794
Implied Volatility (Puts)	0.3812
Implied Volatility (Mean)	0.3803
Put-Call Implied Volatility Ratio	1.0048
Implied Volatility Skew	0.0329
Option Statistics
Put-Call Ratio (Volume)	0.8018
Put-Call Ratio (Open Interest)	0.5908
Forward Price	158.12
Call Breakeven Price	172.12
Put Breakeven Price	132.98
Option Breakeven Price	157.52