Implied Volatility Skew (150-Day)

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

Alphabet Inc. (GOOGL) had 150-Day Implied Volatility Skew of 0.0124 for 2024-04-30.

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

Figures for 2024-04-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3116
Historical Volatility (Parkinson)	0.1976
Implied Volatility (Calls)	0.2768
Implied Volatility (Puts)	0.2876
Implied Volatility (Mean)	0.2822
Put-Call Implied Volatility Ratio	1.0390
Implied Volatility Skew	0.0124
Option Statistics
Put-Call Ratio (Volume)	0.3497
Put-Call Ratio (Open Interest)	1.6719
Forward Price	165.93
Call Breakeven Price	188.83
Put Breakeven Price	105.56
Option Breakeven Price	137.03