Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0169 for 2024-04-22.

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

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2009
Historical Volatility (Parkinson)	0.1532
Implied Volatility (Calls)	0.1946
Implied Volatility (Puts)	0.2176
Implied Volatility (Mean)	0.2061
Put-Call Implied Volatility Ratio	1.1179
Implied Volatility Skew	0.0169
Option Statistics
Put-Call Ratio (Volume)	0.8733
Put-Call Ratio (Open Interest)	0.7100
Forward Price	191.05
Call Breakeven Price	203.35
Put Breakeven Price	170.01
Option Breakeven Price	189.50