Implied Volatility Skew (10-Day)

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

CarMax, Inc. (KMX) 10-Day Implied Volatility Skew data is not available for 2024-05-16.

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Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3235
Historical Volatility (Parkinson)	0.3175
Implied Volatility (Calls)	0.4018
Implied Volatility (Puts)	0.4026
Implied Volatility (Mean)	0.4022
Put-Call Implied Volatility Ratio	1.0021
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7180
Put-Call Ratio (Open Interest)	2.1699
Forward Price	73.10
Call Breakeven Price	80.97
Put Breakeven Price	66.52
Option Breakeven Price	71.14