Implied Volatility Skew (150-Day)

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

3M Company (MMM) had 150-Day Implied Volatility Skew of 0.0054 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)	0.3058
Historical Volatility (Parkinson)	0.2156
Implied Volatility (Calls)	0.2130
Implied Volatility (Puts)	0.2691
Implied Volatility (Mean)	0.2411
Put-Call Implied Volatility Ratio	1.2634
Implied Volatility Skew	0.0054
Option Statistics
Put-Call Ratio (Volume)	0.0903
Put-Call Ratio (Open Interest)	0.4018
Forward Price	97.61
Call Breakeven Price	106.40
Put Breakeven Price	87.17
Option Breakeven Price	100.96