Implied Volatility Skew (60-Day)

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

The CocaCola Company (KO) 60-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)	0.1062
Historical Volatility (Parkinson)	0.1185
Implied Volatility (Calls)	0.0828
Implied Volatility (Puts)	0.1380
Implied Volatility (Mean)	0.1104
Put-Call Implied Volatility Ratio	1.6670
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.7883
Put-Call Ratio (Open Interest)	0.5793
Forward Price	63.36
Call Breakeven Price	64.80
Put Breakeven Price	58.46
Option Breakeven Price	62.46