Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0117 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)	0.1490
Historical Volatility (Parkinson)	0.1610
Implied Volatility (Calls)	0.1550
Implied Volatility (Puts)	0.1460
Implied Volatility (Mean)	0.1505
Put-Call Implied Volatility Ratio	0.9416
Implied Volatility Skew	0.0117
Option Statistics
Put-Call Ratio (Volume)	0.8023
Put-Call Ratio (Open Interest)	0.4816
Forward Price	208.80
Call Breakeven Price	211.60
Put Breakeven Price	197.40
Option Breakeven Price	206.98