Implied Volatility Skew (180-Day)

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

lululemon athletica inc. (LULU) had 180-Day Implied Volatility Skew of 0.0191 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)	0.3563
Historical Volatility (Parkinson)	0.2320
Implied Volatility (Calls)	0.3859
Implied Volatility (Puts)	0.3897
Implied Volatility (Mean)	0.3878
Put-Call Implied Volatility Ratio	1.0100
Implied Volatility Skew	0.0191
Option Statistics
Put-Call Ratio (Volume)	1.0459
Put-Call Ratio (Open Interest)	1.3703
Forward Price	346.72
Call Breakeven Price	522.62
Put Breakeven Price	274.48
Option Breakeven Price	379.65