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.

Johnson & Johnson (JNJ) 30-Day Implied Volatility Skew data is not available for 2024-04-25.

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Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1609
Historical Volatility (Parkinson)	0.1545
Implied Volatility (Calls)	0.1285
Implied Volatility (Puts)	0.1953
Implied Volatility (Mean)	0.1619
Put-Call Implied Volatility Ratio	1.5205
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.2283
Put-Call Ratio (Open Interest)	0.9988
Forward Price	146.43
Call Breakeven Price	156.79
Put Breakeven Price	144.97
Option Breakeven Price	151.22