Implied Volatility Skew (20-Day)

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

Joby Aviation, Inc. (JOBY) had 20-Day Implied Volatility Skew of 0.0337 for 2022-11-25.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7256
Historical Volatility (Parkinson)	0.5300
Implied Volatility (Calls)	0.7220
Implied Volatility (Puts)	0.7621
Implied Volatility (Mean)	0.7420
Put-Call Implied Volatility Ratio	1.0555
Implied Volatility Skew	0.0337
Option Statistics
Put-Call Ratio (Volume)	0.0400
Put-Call Ratio (Open Interest)	0.3605
Forward Price	4.20
Call Breakeven Price	4.55
Put Breakeven Price	3.89
Option Breakeven Price	4.26

Data from Quantcha