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.

MarketAxess Holdings Inc. (MKTX) had 30-Day Implied Volatility Skew of 0.0034 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2870
Historical Volatility (Parkinson)	0.2487
Implied Volatility (Calls)	0.4971
Implied Volatility (Puts)	0.5035
Implied Volatility (Mean)	0.5003
Put-Call Implied Volatility Ratio	1.0129
Implied Volatility Skew	0.0034
Option Statistics
Put-Call Ratio (Volume)	2.0714
Put-Call Ratio (Open Interest)	2.1686
Forward Price	209.77
Call Breakeven Price	235.77
Put Breakeven Price	190.81
Option Breakeven Price	207.04