Implied Volatility Skew (20-Day)

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

Medtronic PLC (MDT) 20-Day Implied Volatility Skew data is not available for 2024-04-19.

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Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1767
Historical Volatility (Parkinson)	0.1640
Implied Volatility (Calls)	0.2088
Implied Volatility (Puts)	0.1939
Implied Volatility (Mean)	0.2014
Put-Call Implied Volatility Ratio	0.9289
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.6365
Put-Call Ratio (Open Interest)	4.6641
Forward Price	79.82
Call Breakeven Price	85.59
Put Breakeven Price	79.16
Option Breakeven Price	80.73