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.

Johnson & Johnson (JNJ) 120-Day Implied Volatility Skew data is not available for 2024-05-06.

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Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1485
Historical Volatility (Parkinson)	0.1332
Implied Volatility (Calls)	0.1219
Implied Volatility (Puts)	0.1938
Implied Volatility (Mean)	0.1579
Put-Call Implied Volatility Ratio	1.5900
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3043
Put-Call Ratio (Open Interest)	0.6288
Forward Price	148.84
Call Breakeven Price	166.93
Put Breakeven Price	139.60
Option Breakeven Price	156.36