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.

JPMorgan Chase & Co. (JPM) had 120-Day Implied Volatility Skew of 0.0044 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1805
Historical Volatility (Parkinson)	0.1530
Implied Volatility (Calls)	0.1927
Implied Volatility (Puts)	0.2235
Implied Volatility (Mean)	0.2081
Put-Call Implied Volatility Ratio	1.1596
Implied Volatility Skew	0.0044
Option Statistics
Put-Call Ratio (Volume)	0.3906
Put-Call Ratio (Open Interest)	0.8894
Forward Price	187.80
Call Breakeven Price	205.11
Put Breakeven Price	166.01
Option Breakeven Price	186.69