Implied Volatility Skew (20-Day)

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

Merck & Co., Inc. (MRK) had 20-Day Implied Volatility Skew of 0.0609 for 2024-04-22.

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

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1111
Historical Volatility (Parkinson)	0.1494
Implied Volatility (Calls)	0.2387
Implied Volatility (Puts)	0.2370
Implied Volatility (Mean)	0.2378
Put-Call Implied Volatility Ratio	0.9926
Implied Volatility Skew	0.0609
Option Statistics
Put-Call Ratio (Volume)	0.3381
Put-Call Ratio (Open Interest)	0.9649
Forward Price	127.33
Call Breakeven Price	131.01
Put Breakeven Price	117.50
Option Breakeven Price	125.10