Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0100 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1744
Historical Volatility (Parkinson)	0.1452
Implied Volatility (Calls)	0.1927
Implied Volatility (Puts)	0.2309
Implied Volatility (Mean)	0.2118
Put-Call Implied Volatility Ratio	1.1979
Implied Volatility Skew	0.0100
Option Statistics
Put-Call Ratio (Volume)	0.2673
Put-Call Ratio (Open Interest)	0.7759
Forward Price	195.12
Call Breakeven Price	209.83
Put Breakeven Price	161.87
Option Breakeven Price	189.17