Implied Volatility Skew (120-Day)

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

Linde PLC (LIN) had 120-Day Implied Volatility Skew of -0.0098 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1650
Historical Volatility (Parkinson)	0.1350
Implied Volatility (Calls)	0.1764
Implied Volatility (Puts)	0.2003
Implied Volatility (Mean)	0.1884
Put-Call Implied Volatility Ratio	1.1358
Implied Volatility Skew	-0.0098
Option Statistics
Put-Call Ratio (Volume)	0.3751
Put-Call Ratio (Open Interest)	1.2565
Forward Price	424.74
Call Breakeven Price	502.13
Put Breakeven Price	408.57
Option Breakeven Price	452.45