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.

CarMax, Inc. (KMX) had 90-Day Implied Volatility Skew of 0.0027 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)	0.3455
Historical Volatility (Parkinson)	0.2731
Implied Volatility (Calls)	0.3778
Implied Volatility (Puts)	0.3680
Implied Volatility (Mean)	0.3729
Put-Call Implied Volatility Ratio	0.9740
Implied Volatility Skew	0.0027
Option Statistics
Put-Call Ratio (Volume)	4.8032
Put-Call Ratio (Open Interest)	1.0255
Forward Price	74.13
Call Breakeven Price	87.32
Put Breakeven Price	56.80
Option Breakeven Price	72.45