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.

Las Vegas Sands Corp. (LVS) had 90-Day Implied Volatility Skew of 0.0544 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3189
Historical Volatility (Parkinson)	0.2316
Implied Volatility (Calls)	0.2686
Implied Volatility (Puts)	0.2931
Implied Volatility (Mean)	0.2808
Put-Call Implied Volatility Ratio	1.0914
Implied Volatility Skew	0.0544
Option Statistics
Put-Call Ratio (Volume)	1.2224
Put-Call Ratio (Open Interest)	1.4591
Forward Price	45.93
Call Breakeven Price	49.76
Put Breakeven Price	42.84
Option Breakeven Price	45.78