Implied Volatility Skew (30-Day)

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

Medtronic PLC (MDT) had 30-Day Implied Volatility Skew of -0.0098 for 2022-12-07.

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

Figures for 2022-12-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4046
Historical Volatility (Parkinson)	0.2276
Implied Volatility (Calls)	0.2111
Implied Volatility (Puts)	0.2762
Implied Volatility (Mean)	0.2436
Put-Call Implied Volatility Ratio	1.3084
Implied Volatility Skew	-0.0098
Option Statistics
Put-Call Ratio (Volume)	0.2790
Put-Call Ratio (Open Interest)	0.7277
Forward Price	76.84
Call Breakeven Price	81.24
Put Breakeven Price	71.95
Option Breakeven Price	77.51

Data from Quantcha