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.

3M Company (MMM) had 180-Day Implied Volatility Skew of 0.0080 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)	0.2907
Historical Volatility (Parkinson)	0.2082
Implied Volatility (Calls)	0.2203
Implied Volatility (Puts)	0.2704
Implied Volatility (Mean)	0.2454
Put-Call Implied Volatility Ratio	1.2277
Implied Volatility Skew	0.0080
Option Statistics
Put-Call Ratio (Volume)	0.0956
Put-Call Ratio (Open Interest)	0.5781
Forward Price	98.03
Call Breakeven Price	106.44
Put Breakeven Price	84.57
Option Breakeven Price	98.39