Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of 0.0409 for 2024-04-19.

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

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1570
Historical Volatility (Parkinson)	0.1511
Implied Volatility (Calls)	0.3016
Implied Volatility (Puts)	0.3160
Implied Volatility (Mean)	0.3088
Put-Call Implied Volatility Ratio	1.0479
Implied Volatility Skew	0.0409
Option Statistics
Put-Call Ratio (Volume)	0.5485
Put-Call Ratio (Open Interest)	0.6812
Forward Price	400.22
Call Breakeven Price	435.21
Put Breakeven Price	362.20
Option Breakeven Price	405.78