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.

JPMorgan Chase & Co. (JPM) had 20-Day Implied Volatility Skew of 0.0544 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3436
Historical Volatility (Parkinson)	0.1915
Implied Volatility (Calls)	0.1678
Implied Volatility (Puts)	0.1872
Implied Volatility (Mean)	0.1775
Put-Call Implied Volatility Ratio	1.1153
Implied Volatility Skew	0.0544
Option Statistics
Put-Call Ratio (Volume)	0.2942
Put-Call Ratio (Open Interest)	1.0137
Forward Price	193.31
Call Breakeven Price	201.23
Put Breakeven Price	165.66
Option Breakeven Price	183.59