Implied Volatility Skew (150-Day)

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

Microsoft Corporation (MSFT) had 150-Day Implied Volatility Skew of 0.0127 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)	0.1912
Historical Volatility (Parkinson)	0.1607
Implied Volatility (Calls)	0.2297
Implied Volatility (Puts)	0.2444
Implied Volatility (Mean)	0.2371
Put-Call Implied Volatility Ratio	1.0644
Implied Volatility Skew	0.0127
Option Statistics
Put-Call Ratio (Volume)	1.4356
Put-Call Ratio (Open Interest)	1.6367
Forward Price	405.12
Call Breakeven Price	459.76
Put Breakeven Price	328.96
Option Breakeven Price	379.59