Implied Volatility Skew (10-Day)

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

Honeywell International Inc. (HON) had 10-Day Implied Volatility Skew of 0.1017 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0783
Historical Volatility (Parkinson)	0.1230
Implied Volatility (Calls)	0.1364
Implied Volatility (Puts)	0.1414
Implied Volatility (Mean)	0.1389
Put-Call Implied Volatility Ratio	1.0367
Implied Volatility Skew	0.1017
Option Statistics
Put-Call Ratio (Volume)	0.6534
Put-Call Ratio (Open Interest)	1.3879
Forward Price	206.89
Call Breakeven Price	209.36
Put Breakeven Price	193.58
Option Breakeven Price	200.19