Implied Volatility Skew (30-Day)

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

CarMax, Inc. (KMX) 30-Day Implied Volatility Skew data is not available for 2024-05-01.

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Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4161
Historical Volatility (Parkinson)	0.2970
Implied Volatility (Calls)	0.3618
Implied Volatility (Puts)	0.3520
Implied Volatility (Mean)	0.3569
Put-Call Implied Volatility Ratio	0.9730
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.9926
Put-Call Ratio (Open Interest)	1.2893
Forward Price	67.57
Call Breakeven Price	79.48
Put Breakeven Price	62.45
Option Breakeven Price	69.98