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 0.0361 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4517
Historical Volatility (Parkinson)	0.3521
Implied Volatility (Calls)	0.3839
Implied Volatility (Puts)	0.4013
Implied Volatility (Mean)	0.3926
Put-Call Implied Volatility Ratio	1.0453
Implied Volatility Skew	0.0361
Option Statistics
Put-Call Ratio (Volume)	0.0132
Put-Call Ratio (Open Interest)	2.1501
Forward Price	77.02
Call Breakeven Price	84.02
Put Breakeven Price	54.14
Option Breakeven Price	63.68

Data from Quantcha