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.

Mondelez International, Inc. (MDLZ) 60-Day Implied Volatility Skew data is not available for 2023-05-26.

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Figures for 2023-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1396
Historical Volatility (Parkinson)	0.1344
Implied Volatility (Calls)	0.1506
Implied Volatility (Puts)	0.1895
Implied Volatility (Mean)	0.1701
Put-Call Implied Volatility Ratio	1.2579
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.9040
Put-Call Ratio (Open Interest)	0.8428
Forward Price	75.34
Call Breakeven Price	78.36
Put Breakeven Price	72.35
Option Breakeven Price	75.62