Implied Volatility Skew (60-Day)

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

3M Company (MMM) 60-Day Implied Volatility Skew data is not available for 2024-05-02.

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Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2952
Historical Volatility (Parkinson)	0.2410
Implied Volatility (Calls)	0.1926
Implied Volatility (Puts)	0.2361
Implied Volatility (Mean)	0.2143
Put-Call Implied Volatility Ratio	1.2260
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.0107
Put-Call Ratio (Open Interest)	0.5935
Forward Price	97.03
Call Breakeven Price	105.30
Put Breakeven Price	85.97
Option Breakeven Price	98.24