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.

3M Company (MMM) 30-Day Implied Volatility Skew data is not available for 2024-04-24.

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Figures for 2024-04-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2667
Historical Volatility (Parkinson)	0.2494
Implied Volatility (Calls)	0.2866
Implied Volatility (Puts)	0.2406
Implied Volatility (Mean)	0.2636
Put-Call Implied Volatility Ratio	0.8397
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	5.5152
Put-Call Ratio (Open Interest)	0.8365
Forward Price	92.91
Call Breakeven Price	100.17
Put Breakeven Price	84.70
Option Breakeven Price	93.13