Implied Volatility Skew (180-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Mondelez International, Inc. (MDLZ) had 180-Day Implied Volatility Skew of 0.0094 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)	0.1573
Historical Volatility (Parkinson)	0.1434
Implied Volatility (Calls)	0.1769
Implied Volatility (Puts)	0.2121
Implied Volatility (Mean)	0.1945
Put-Call Implied Volatility Ratio	1.1990
Implied Volatility Skew	0.0094
Option Statistics
Put-Call Ratio (Volume)	0.2507
Put-Call Ratio (Open Interest)	1.7151
Forward Price	72.50
Call Breakeven Price	78.12
Put Breakeven Price	64.40
Option Breakeven Price	71.86