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.

Levi Strauss & Co. (LEVI) had 90-Day Implied Volatility Skew of -0.0152 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)	0.3915
Historical Volatility (Parkinson)	0.2572
Implied Volatility (Calls)	0.3491
Implied Volatility (Puts)	0.3546
Implied Volatility (Mean)	0.3519
Put-Call Implied Volatility Ratio	1.0157
Implied Volatility Skew	-0.0152
Option Statistics
Put-Call Ratio (Volume)	0.5714
Put-Call Ratio (Open Interest)	1.0528
Forward Price	22.47
Call Breakeven Price	24.42
Put Breakeven Price	18.80
Option Breakeven Price	21.68