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.

Microsoft Corporation (MSFT) had 20-Day Implied Volatility Skew of -0.0170 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)	0.2556
Historical Volatility (Parkinson)	0.2070
Implied Volatility (Calls)	0.2184
Implied Volatility (Puts)	0.2333
Implied Volatility (Mean)	0.2259
Put-Call Implied Volatility Ratio	1.0683
Implied Volatility Skew	-0.0170
Option Statistics
Put-Call Ratio (Volume)	0.5432
Put-Call Ratio (Open Interest)	0.5919
Forward Price	398.46
Call Breakeven Price	425.09
Put Breakeven Price	365.80
Option Breakeven Price	402.98