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.

Medtronic PLC (MDT) 180-Day Implied Volatility Skew data is not available for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1784
Historical Volatility (Parkinson)	0.1592
Implied Volatility (Calls)	0.1783
Implied Volatility (Puts)	0.2381
Implied Volatility (Mean)	0.2082
Put-Call Implied Volatility Ratio	1.3356
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	4.1893
Put-Call Ratio (Open Interest)	1.1357
Forward Price	80.04
Call Breakeven Price	91.97
Put Breakeven Price	74.10
Option Breakeven Price	82.48