Implied Volatility Skew (30-Day)

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

Illinois Tool Works Inc. (ITW) 30-Day Implied Volatility Skew data is not available for 2024-05-02.

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Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1197
Historical Volatility (Parkinson)	0.1514
Implied Volatility (Calls)	0.1722
Implied Volatility (Puts)	0.1800
Implied Volatility (Mean)	0.1761
Put-Call Implied Volatility Ratio	1.0454
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2168
Put-Call Ratio (Open Interest)	0.6338
Forward Price	242.90
Call Breakeven Price	270.33
Put Breakeven Price	232.83
Option Breakeven Price	256.12