Implied Volatility Skew (150-Day)

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

Las Vegas Sands Corp. (LVS) had 150-Day Implied Volatility Skew of 0.0451 for 2023-05-26.

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

Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3110
Historical Volatility (Parkinson)	0.2697
Implied Volatility (Calls)	0.3962
Implied Volatility (Puts)	0.4041
Implied Volatility (Mean)	0.4001
Put-Call Implied Volatility Ratio	1.0202
Implied Volatility Skew	0.0451
Option Statistics
Put-Call Ratio (Volume)	0.4117
Put-Call Ratio (Open Interest)	0.4796
Forward Price	57.48
Call Breakeven Price	65.28
Put Breakeven Price	48.60
Option Breakeven Price	59.56