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.

Intuitive Surgical, Inc. (ISRG) had 120-Day Implied Volatility Skew of 0.0176 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)	0.2233
Historical Volatility (Parkinson)	0.2248
Implied Volatility (Calls)	0.2661
Implied Volatility (Puts)	0.2781
Implied Volatility (Mean)	0.2721
Put-Call Implied Volatility Ratio	1.0450
Implied Volatility Skew	0.0176
Option Statistics
Put-Call Ratio (Volume)	0.8315
Put-Call Ratio (Open Interest)	1.1549
Forward Price	402.25
Call Breakeven Price	446.39
Put Breakeven Price	318.24
Option Breakeven Price	377.71