Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.0158 for 2024-04-24.

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

Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3717
Historical Volatility (Parkinson)	0.2701
Implied Volatility (Calls)	0.3343
Implied Volatility (Puts)	0.3692
Implied Volatility (Mean)	0.3518
Put-Call Implied Volatility Ratio	1.1045
Implied Volatility Skew	0.0158
Option Statistics
Put-Call Ratio (Volume)	0.2672
Put-Call Ratio (Open Interest)	1.7477
Forward Price	90.98
Call Breakeven Price	100.12
Put Breakeven Price	72.66
Option Breakeven Price	82.65