Implied Volatility Skew (90-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 90-Day Implied Volatility Skew of 0.0276 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)	0.1646
Historical Volatility (Parkinson)	0.1559
Implied Volatility (Calls)	0.1776
Implied Volatility (Puts)	0.1923
Implied Volatility (Mean)	0.1849
Put-Call Implied Volatility Ratio	1.0828
Implied Volatility Skew	0.0276
Option Statistics
Put-Call Ratio (Volume)	0.7599
Put-Call Ratio (Open Interest)	2.0632
Forward Price	72.02
Call Breakeven Price	77.11
Put Breakeven Price	60.81
Option Breakeven Price	66.31