Implied Volatility Skew (120-Day)

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

Illumina, Inc. (ILMN) had 120-Day Implied Volatility Skew of 0.0019 for 2024-05-09.

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

Figures for 2024-05-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3619
Historical Volatility (Parkinson)	0.3669
Implied Volatility (Calls)	0.5115
Implied Volatility (Puts)	0.4875
Implied Volatility (Mean)	0.4995
Put-Call Implied Volatility Ratio	0.9532
Implied Volatility Skew	0.0019
Option Statistics
Put-Call Ratio (Volume)	1.5128
Put-Call Ratio (Open Interest)	0.8563
Forward Price	113.81
Call Breakeven Price	155.87
Put Breakeven Price	99.83
Option Breakeven Price	130.02