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.

CarMax, Inc. (KMX) had 120-Day Implied Volatility Skew of 0.0093 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3517
Historical Volatility (Parkinson)	0.2813
Implied Volatility (Calls)	0.3987
Implied Volatility (Puts)	0.3771
Implied Volatility (Mean)	0.3879
Put-Call Implied Volatility Ratio	0.9457
Implied Volatility Skew	0.0093
Option Statistics
Put-Call Ratio (Volume)	2.9094
Put-Call Ratio (Open Interest)	1.6893
Forward Price	74.68
Call Breakeven Price	92.58
Put Breakeven Price	54.39
Option Breakeven Price	69.10