Implied Volatility Skew (60-Day)

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

Johnson & Johnson (JNJ) 60-Day Implied Volatility Skew data is not available for 2024-05-07.

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Figures for 2024-05-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1790
Historical Volatility (Parkinson)	0.1450
Implied Volatility (Calls)	0.1161
Implied Volatility (Puts)	0.1721
Implied Volatility (Mean)	0.1441
Put-Call Implied Volatility Ratio	1.4831
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7463
Put-Call Ratio (Open Interest)	0.5954
Forward Price	148.80
Call Breakeven Price	165.92
Put Breakeven Price	139.60
Option Breakeven Price	156.07