Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0922 for 2023-03-27.

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

Figures for 2023-03-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3108
Historical Volatility (Parkinson)	0.2948
Implied Volatility (Calls)	0.3861
Implied Volatility (Puts)	0.3895
Implied Volatility (Mean)	0.3878
Put-Call Implied Volatility Ratio	1.0088
Implied Volatility Skew	0.0922
Option Statistics
Put-Call Ratio (Volume)	0.4987
Put-Call Ratio (Open Interest)	1.1789
Forward Price	77.78
Call Breakeven Price	86.12
Put Breakeven Price	63.01
Option Breakeven Price	73.63