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.

McCormick & Company, Incorporated (MKC) had 180-Day Implied Volatility Skew of 0.0228 for 2023-03-24.

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

Figures for 2023-03-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2398
Historical Volatility (Parkinson)	0.2223
Implied Volatility (Calls)	0.2070
Implied Volatility (Puts)	0.2561
Implied Volatility (Mean)	0.2316
Put-Call Implied Volatility Ratio	1.2368
Implied Volatility Skew	0.0228
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.8903
Forward Price	73.57
Call Breakeven Price	81.13
Put Breakeven Price	62.73
Option Breakeven Price	72.47