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. (GOOGL) had 90-Day Implied Volatility Skew of 0.0043 for 2024-04-26.

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

Figures for 2024-04-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3492
Historical Volatility (Parkinson)	0.2033
Implied Volatility (Calls)	0.2516
Implied Volatility (Puts)	0.2610
Implied Volatility (Mean)	0.2563
Put-Call Implied Volatility Ratio	1.0373
Implied Volatility Skew	0.0043
Option Statistics
Put-Call Ratio (Volume)	0.4896
Put-Call Ratio (Open Interest)	1.0805
Forward Price	173.91
Call Breakeven Price	182.85
Put Breakeven Price	132.14
Option Breakeven Price	156.72