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.

Linde PLC (LIN) 60-Day Implied Volatility Skew data is not available for 2024-05-02.

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Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1705
Historical Volatility (Parkinson)	0.1417
Implied Volatility (Calls)	0.1590
Implied Volatility (Puts)	0.1839
Implied Volatility (Mean)	0.1715
Put-Call Implied Volatility Ratio	1.1565
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.0532
Put-Call Ratio (Open Interest)	1.0989
Forward Price	421.68
Call Breakeven Price	456.09
Put Breakeven Price	380.33
Option Breakeven Price	416.31