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.

The Kroger Co. (KR) had 30-Day Implied Volatility Skew of 0.1235 for 2024-05-20.

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

Figures for 2024-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1489
Historical Volatility (Parkinson)	0.1434
Implied Volatility (Calls)	0.2834
Implied Volatility (Puts)	0.2533
Implied Volatility (Mean)	0.2683
Put-Call Implied Volatility Ratio	0.8936
Implied Volatility Skew	0.1235
Option Statistics
Put-Call Ratio (Volume)	0.6107
Put-Call Ratio (Open Interest)	1.6364
Forward Price	54.30
Call Breakeven Price	57.70
Put Breakeven Price	46.85
Option Breakeven Price	51.72