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 0.0475 for 2022-08-16.

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

Figures for 2022-08-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4574
Historical Volatility (Parkinson)	0.3521
Implied Volatility (Calls)	0.3593
Implied Volatility (Puts)	0.3479
Implied Volatility (Mean)	0.3536
Put-Call Implied Volatility Ratio	0.9683
Implied Volatility Skew	0.0475
Option Statistics
Put-Call Ratio (Volume)	3.1890
Put-Call Ratio (Open Interest)	0.9945
Forward Price	74.69
Call Breakeven Price	87.25
Put Breakeven Price	60.61
Option Breakeven Price	73.89

Data from Quantcha