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.

Microchip Technology Incorporated (MCHP) had 150-Day Implied Volatility Skew of 0.0135 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3023
Historical Volatility (Parkinson)	0.2421
Implied Volatility (Calls)	0.3389
Implied Volatility (Puts)	0.3776
Implied Volatility (Mean)	0.3582
Put-Call Implied Volatility Ratio	1.1143
Implied Volatility Skew	0.0135
Option Statistics
Put-Call Ratio (Volume)	2.6663
Put-Call Ratio (Open Interest)	0.4147
Forward Price	82.67
Call Breakeven Price	101.82
Put Breakeven Price	70.11
Option Breakeven Price	93.18