Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of 0.0172 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1918
Historical Volatility (Parkinson)	0.1584
Implied Volatility (Calls)	0.2394
Implied Volatility (Puts)	0.2593
Implied Volatility (Mean)	0.2493
Put-Call Implied Volatility Ratio	1.0831
Implied Volatility Skew	0.0172
Option Statistics
Put-Call Ratio (Volume)	3.4150
Put-Call Ratio (Open Interest)	0.9965
Forward Price	403.35
Call Breakeven Price	475.97
Put Breakeven Price	348.83
Option Breakeven Price	412.52