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.

Alphabet Inc. (GOOG) had 90-Day Implied Volatility Skew of 0.0146 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3187
Historical Volatility (Parkinson)	0.1984
Implied Volatility (Calls)	0.2524
Implied Volatility (Puts)	0.2649
Implied Volatility (Mean)	0.2586
Put-Call Implied Volatility Ratio	1.0495
Implied Volatility Skew	0.0146
Option Statistics
Put-Call Ratio (Volume)	0.7286
Put-Call Ratio (Open Interest)	0.6762
Forward Price	170.28
Call Breakeven Price	180.58
Put Breakeven Price	132.54
Option Breakeven Price	161.22