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.

Lumentum Holdings Inc. (LITE) had 90-Day Implied Volatility Skew of -0.0204 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)	0.3822
Historical Volatility (Parkinson)	0.3910
Implied Volatility (Calls)	0.4075
Implied Volatility (Puts)	0.4085
Implied Volatility (Mean)	0.4080
Put-Call Implied Volatility Ratio	1.0024
Implied Volatility Skew	-0.0204
Option Statistics
Put-Call Ratio (Volume)	0.4471
Put-Call Ratio (Open Interest)	0.5867
Forward Price	47.41
Call Breakeven Price	66.13
Put Breakeven Price	35.82
Option Breakeven Price	54.98