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.

Merck & Co., Inc. (MRK) 60-Day Implied Volatility Skew data is not available for 2024-04-25.

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Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1788
Historical Volatility (Parkinson)	0.1585
Implied Volatility (Calls)	0.1626
Implied Volatility (Puts)	0.1955
Implied Volatility (Mean)	0.1790
Put-Call Implied Volatility Ratio	1.2021
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7490
Put-Call Ratio (Open Interest)	0.7840
Forward Price	131.20
Call Breakeven Price	136.22
Put Breakeven Price	103.87
Option Breakeven Price	121.96