Implied Volatility Skew (120-Day)

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

McCormick & Company, Incorporated (MKC) 120-Day Implied Volatility Skew data is not available for 2024-04-25.

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Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2742
Historical Volatility (Parkinson)	0.2091
Implied Volatility (Calls)	0.2149
Implied Volatility (Puts)	0.2358
Implied Volatility (Mean)	0.2253
Put-Call Implied Volatility Ratio	1.0973
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5556
Put-Call Ratio (Open Interest)	0.6999
Forward Price	76.52
Call Breakeven Price	81.47
Put Breakeven Price	63.58
Option Breakeven Price	74.21